In the last decades, technological advances related to RNA manipulation enabled and expanded its application in vaccine development. This approach comprises synthetic single-stranded mRNA molecules that direct the translation of the antigen responsible for activating the desired immune response. The success of RNA vaccines depends on the delivery vehicle employed. Among the systems, yeasts emerge as a new approach to a natural delivery platform. The presence of β-glucans and mannans in its wall is responsible for the adjuvant action of this system. Yeasts are already employed to deliver protein antigens, with success and efficacy demonstrated through pre-clinical and clinical trials. Yeast β-glucan capsules, microparticles, and nanoparticles are capable of modulating host immune responses and have a high capacity to carry RNA and small molecules, with bioavailability upon oral immunization and with targeting to receptors present in anti-gen-presenting cells (APCs). Besides, yeasts are interesting vehicles for the protection and specific delivery of therapeutic vaccines based on shRNA or dsRNA. In this review, we present an overview of the attributes of yeast or its derivatives for the delivery of RNA-based vaccines, discussing their current challenges and prospects for using this promising strategy.