Recent years have seen a surge in interest in cell-penetrating peptides (CPP) as an efficient means for delivering therapeutic targets into cellular compartments. The cell membrane is impermeable to hydrophilic substances yet linking to CPP can facilitate delivery into cells. Thus the unique translocatory property of CPP ensures they remain an attractive carrier, with the capacity to deliver cargoes in an efficient manner having applications in drug delivery, gene transfer and DNA vaccination. Fundamental for an effective vaccine is the delivery of antigen epitopes to antigen-presenting cells, ensuing processing and presentation and induction of an immune response. Vaccination with proteins or synthetic peptides incorporating CTL epitopes have proven limited due to the failure for exogenous antigens to be presented efficiently to T cells. Linking of antigens to CPP overcomes such obstacles by facilitating cellular uptake, processing and presentation of exogenous antigen for the induction of potent immune responses. This review will encompass the various strategies for the delivery of whole proteins, T cell epitopes and preclinical studies utilizing CPP for cancer vaccines.