The concept of therapeutic cancer vaccines is based on the activation of the immune system against tumor cells after the presentation of tumor antigens. Nanoparticles (NPs) have shown great potential as delivery systems for cancer vaccines as they potentiate the co-delivery of tumor-associated antigens and adjuvants to dendritic cells (DCs), insuring effective activation of the immune system against tumor cells. In this review, the immunological mechanisms behind cancer vaccines, including the role of DCs in the stimulation of T lymphocytes and the use of Toll-like receptor (TLR) ligands as adjuvants will be discussed. An overview of each of the three essential components of a therapeutic cancer vaccine – antigen, adjuvant and delivery system – will be provided with special emphasis on the potential of particulate delivery systems for cancer vaccines, in particular those made of biodegradable aliphatic polyesters, such as poly(lactic-co-glycolic acid) (PLGA) and poly-ε-caprolactone (PCL). Some of the factors that can influence NP uptake by DCs, including size, surface charge, surface functionalization and route of administration, will also be considered.