Many efforts are currently being made to connect small molecules to target proteins by extracting pharmacological data from bibliographic sources and storing them in annotated chemical libraries. Here, small molecules are further connected to biological pathways, with particular focus to pathways involving members of the nuclear receptor family. The results bring to light the relative importance for molecules on gaining selectivity at the target level, when the target has an intrinsic promiscuity at the pathway level, and highlight the implications for drug discovery to address current challenges related to poor drug efficacy and toxicity. Details on the main limitations encountered during the molecule-to-target-to-pathway annotation process are also discussed.