The discovery of Toll-like receptors (TLRs) facilitated our understanding of the innate and adaptive immune systems, and has raised the potential to develop novel methods of vaccine and immunotherapy. For effective vaccination, antigens and adjuvants must be administered simultaneously via the same route. Many studies have demonstrated that TLR ligands covalently coupled to the antigens have several benefits over nonconjugated antigens. This review introduces the applications of TLR ligands as vaccine adjuvants, focusing on the development of vaccines composed of antigen and TLR ligand in single molecules (TLR ligand–antigen conjugates) using Pam3/2Cys, lipid A analogues, recombinant flagellin, imidazoquinoline analogues and unmethylated CpG motifs to activate immune systems through TLR2, TLR4, TLR5, TLR7/8 and TLR9, respectively.