Embodiments herein include delivery systems for active agent coated balloons and related methods. In an embodiment, a delivery system can include a tunneling sheath and a balloon catheter. The tunneling sheath can include a tubular shaft having an outer diameter and defining a lumen. The tunneling sheath can include a proximal collar defining a lumen. The balloon catheter can include a balloon catheter shaft disposed within the tubular shaft. The balloon catheter shaft can include a lumen for the passage of a fluid therein. The balloon catheter can include an expandable balloon disposed on the balloon catheter shaft. The balloon catheter shaft can include an active agent layer disposed on the expandable balloon. The position of the expandable balloon can be configured to be stationary relative to the tubular shaft as the delivery system is passed through a blood vessel of a patient. Other embodiments are also included herein.