In the last decades, significant progress in research and clinics has been made to offer possible innovative therapeutics for the management of allergic diseases. However, current allergen immunotherapy shows limitations concerning the long-term efficacy and safety due to local side effects and risk of anaphylaxis. Thus, effective and safe vaccines with reduced dose of allergen have been developed using adjuvants. Nevertheless, the use of adjuvants still has several disadvantages, which limits its use in human vaccines. In this context, several novel adjuvants for allergen immunotherapy are currently being investigated and developed. Currently, nanoparticles-based allergen-delivery systems have received much interest as potential adjuvants for allergen immunotherapy. It has been demonstrated that the incorporation of allergens into a delivery system plays an important role in the efficacy of allergy vaccines. Several nanoparticles-based delivery systems have been described, including biodegradable and nondegradable polymeric carriers. Therefore, this paper provides an overview of the current adjuvants used for allergen immunotherapy. Furthermore, nanoparticles-based allergen-delivery systems are focused as a novel and promising strategy for allergy vaccines.