Unmethylated cytosine-phosphate-guanosine (CpG) oligodeoxynucleotides (ODNs) are recognized by Toll-like receptor 9 (TLR9) found in antigen-presenting cells and B cells and can activate the immune system. Using CpG ODNs as an adjuvant has been found to be effective for treating infectious diseases, cancers, and allergies. Because natural ODNs with only a phosphodiester backbone are easily degraded by nuclease (deoxyribonuclease [DNase]) in serum, CpG ODNs with a phosphorothioate backbone have been studied for clinical application. CpG ODNs with a phosphorothioate backbone have raised concern regarding undesirable side effects; however, several CpG ODNs with only a phosphodiester backbone have been reported to be stable in serum and to show an immunostimulatory effect. In recent years, research has been conducted on delivery systems for CpG ODNs using nanoparticles (NPs). The advantages of NP-based delivery of CpG ODN include (1) it can protect CpG ODN from DNase, (2) it can retain CpG ODN inside the body for a long period of time, (3) it can improve the cellular uptake efficiency of CpG ODN, and (4) it can deliver CpG ODN to the target tissues. Because the target cells of CpG ODN are cells of the immune system and TLR9, the receptor of CpG ODN is localized in endolysosomes, CpG ODN delivery systems are required to have qualities different from other nucleic acid drugs such as antisense DNA and small interfering RNA. Studies until now have reported various NPs as carriers for CpG ODN delivery. This review presents DNase-resistant CpG ODNs with various structures and their immunostimulatory effects and also focuses on delivery systems of CpG ODNs that utilize NPs. Because CpG ODNs interact with TLR9 and activate both the innate and the adaptive immune system, the application of CpG ODNs for the treatment of cancers, infectious diseases, and allergies holds great promise.