Compared to traditional vaccines that are formulated into mixtures of an adjuvant and an antigen, a self-adjuvanting vaccine consists of an antigen that is covalently conjugated to a well-defined adjuvant. In self-adjuvanting vaccines, innate immune receptor ligands are usually used as adjuvants. Innate immune receptor ligands effectively trigger acquired immunity through the activation of innate immunity to enhance host immune responses to antigens. When a self-adjuvanting vaccine is used, immune cells simultaneously uptake the antigen and the adjuvant because they are covalently linked. Consequently, the adjuvant can specifically induce immune responses against the conjugated antigen. Importantly, self-adjuvanting vaccines do not require co-administration of additional adjuvants or immobilization to carrier proteins, which enables avoidance of the use of highly toxic adjuvants or the induction of undesired immune responses. Given these excellent properties, self-adjuvanting vaccines are expected to serve as candidates for the next generation of vaccines. Herein, we review vaccine adjuvants, with a focus on the adjuvants used in self-adjuvanting vaccines, and then overview recent advances made with self-adjuvanting conjugate vaccines.