Bluetongue virus (BTV) and African horse sickness virus (AHSV) are widespread arboviruses that cause important economic losses in the livestock and equine industries, respectively. In addition to these, another arthropod-transmitted orbivirus known as epizootic hemorrhagic disease virus (EHDV) entails a major threat as there is a conducive landscape that nurtures its emergence in non-endemic countries. To date, only vaccinations with live attenuated or inactivated vaccines permit the control of these three viral diseases, although important drawbacks, e.g., low safety profile and effectiveness, and lack of DIVA (differentiation of infected from vaccinated animals) properties, constrain their usage as prophylactic measures. Moreover, a substantial number of serotypes of BTV, AHSV and EHDV have been described, with poor induction of cross-protective immune responses among serotypes. In the context of next-generation vaccine development, antigen delivery systems based on nano- or microparticles have gathered significant attention during the last few decades. A diversity of technologies, such as virus-like particles or self-assembled protein complexes, have been implemented for vaccine design against these viruses. In this work, we offer a comprehensive review of the nano- and microparticulated vaccine candidates against these three relevant orbiviruses. Additionally, we also review an innovative technology for antigen delivery based on the avian reovirus nonstructural protein muNS and we explore the prospective functionality of the nonstructural protein NS1 nanotubules as a BTV-based delivery platform.