Cancer vaccines are the promising tools in the hands of the clinical oncologist. Many tumor-associated antigens are excellent targets for immune therapy and vaccine design. Optimally designed cancer vaccines should combine the best tumor antigens with the most effective immunotherapy agents and/or delivery strategies to achieve positive clinical results. Various vaccine delivery systems such as different routes of immunization and physical/chemical delivery methods have been used in cancer therapy with the goal to induce immunity against tumor-associated antigens. Two basic delivery approaches including physical delivery to achieve higher levels of antigen production and formulation with microparticles to target antigen-presenting cells (APCs) have demonstrated to be effective in animal models. New developments in vaccine delivery systems will improve the efficiency of clinical trials in the near future. Among them, nanoparticles (NPs) such as dendrimers, polymeric NPs, metallic NPs, magnetic NPs and quantum dots have emerged as effective vaccine adjuvants for infectious diseases and cancer therapy. Furthermore, cell-penetrating peptides (CPP) have been known as attractive carrier having applications in drug delivery, gene transfer and DNA vaccination. This review will focus on the utilization of different vaccine delivery systems for prevention or treatment of cancer. We will discuss their clinical applications and the future prospects for cancer vaccine development.