Vaccination is successfully advanced to control several fatal diseases and improve human life expectancy. However, additional innovations are required in this field because there are no effective vaccines to prevent some infectious diseases. The shift from the attenuated or inactivated pathogens to safer but less immunogenic protein or peptide antigens has led to a search for effective antigen delivery carriers that can function as both antigen vehicles and intrinsic adjuvants. Among these carriers, self-assembled nanoparticles (SANPs) have shown great potential to be the best representative. For the nanoscale and multiple presentation of antigens, with accurate control over size, geometry, and functionality, these nanoparticles are assembled spontaneously and mimic pathogens, resulting in enhanced antigen presentation and increased cellular and humoral immunity responses. In addition, they may be applied through needle-free routes due to their adhesive ability, which gives them a great future in vaccination applications. This review provides an overview of various SANPs and their applications in prophylactic vaccines.