Growing knowledge about the immune system in the skin and recent advances in the preparation of nano-sized particles have encouraged research into the induction of an adaptive immune response via the trans-cutaneous route. Because the skin is abundant in dendritic cell subsets, vaccine administration through the transcutaneous route has promise for simple and efficient immunization and immunotherapy methods, which would provide a welcome alternative to the conventional injection technique. Strategies using a nanoparticle-based protein delivery into the skin depend on the types of nanoparticles, such as soft vesicular nanoparticles, hard inorganic and polymer nanoparticles, and surfactant-coated solid-in-oil nanoparticles. Here, we discuss the skin structure and the immune system in the skin, as well as the types of nanoparticles, routes of administration, and effects of adjuvants. In addition, a detailed description of the preparation and characteristics of solid-in-oil nanoparticles is provided for the future development of an efficient transcutaneous immunization system.