The lack of effective delivery systems has slowed the development of mitochondrial gene therapy. Delivery systems based on cell-penetrating peptides (CPPs) like the WRAP (tryptophan and arginine-rich peptide) family conjugated with a mitochondrial targeting sequence (MTS) have emerged as adequate carriers to mediate gene expression into the mitochondria. In this work, we performed the PEGylation of WRAP/pDNA nanocomplexes and compared them with previously analyzed nanocomplexes such as (KH)9/pDNA and CpMTP/pDNA. All nanocomplexes exhibited nearly homogeneous sizes between 100 and 350 nm in different environments. The developed complexes were biocompatible and hemocompatible to both human astrocytes and lung smooth muscle cells, ensuring in vivo safety. The nanocomplexes displayed mitochondria targeting ability, as through transfection they preferentially accumulate into the mitochondria of astrocytes and muscle cells to the detriment of cytosol and lysosomes. Moreover, the transfection of these cells with MTS–CPP/pDNA complexes produced significant levels of mitochondrial protein ND1, highlighting their efficient role as gene delivery carriers toward mitochondria. The positive obtained data pave the way for in vivo research. Using confocal microscopy, the cellular internalization capacity of these nanocomplexes in the zebrafish embryo model was assessed. The peptide-based nanocomplexes were easily internalized into zebrafish embryos, do not cause harmful or toxic effects, and do not affect zebrafish’s normal development and growth. These promising results indicate that MTS–CPP complexes are stable nanosystems capable of internalizing in vivo models and do not present associated toxicity. This work, even at an early stage, offers good prospects for continued in vivo zebrafish research to evaluate the performance of nanocomplexes for mitochondrial gene therapy.