The pharmaceutical use of bacteriophages as safe and inexpensive therapeutic tools is collecting renewed interest. The use of lytic phages to fight antibiotic-resistant bacterial strains is pursued in academic and industrial projects and is the object of several clinical trials. On the other hand, filamentous bacteriophages used for the phage display technology can also have diagnostic and therapeutic applications. Filamentous bacteriophages are nature-made nanoparticles useful for their size, the capability to enter blood vessels, and the capacity of high-density antigen expression. In the last decades, our laboratory focused its efforts in the study of antigen delivery strategies based on the filamentous bacteriophage ‘fd’, able to trigger all arms of the immune response, with particular emphasis on the ability of the MHC class I restricted antigenic determinants displayed on phages to induce strong and protective cytotoxic responses. We showed that fd bacteriophages, engineered to target mouse dendritic cells (DCs), activate innate and adaptive responses without the need of exogenous adjuvants, and more recently, we described the display of immunologically active lipids. In this review, we will provide an overview of the reported applications of the bacteriophage carriers and describe the advantages of exploiting this technology for delivery strategies.