The World Health Organization estimates that the pandemic caused by the SARS-CoV-2 virus claimed more than 3 million lives in 2020 alone. This situation has highlighted the importance of vaccination programs and the urgency of working on new technologies that allow an efficient, safe, and effective immunization. From this perspective, nanomedicine has provided novel tools for the design of the new generation of vaccines. Among the challenges of the new vaccine generations is the search for alternative routes of antigen delivery due to costs, risks, need for trained personnel, and low acceptance in the population associated with the parenteral route. Along these lines, transdermal immunization has been raised as a promising alternative for antigen delivery and vaccination based on a large absorption surface and an abundance of immune system cells. These features contribute to a high barrier capacity and high immunological efficiency for transdermal immunization. However, the stratum corneum barrier constitutes a significant challenge for generating new pharmaceutical forms for transdermal antigen delivery. This review addresses the biological bases for transdermal immunomodulation and the technological advances in the field of nanomedicine, from the passage of antigens facilitated by devices to cross the stratum corneum, to the design of nanosystems, with an emphasis on the importance of design and composition towards the new generation of needle-free nanometric transdermal systems.