Conjugation of protein antigen with immunostimulatory oligonucleotides creates a potent immunogen. Physical linking of oligonucleotides to antigen enhances antigen uptake and targets the adjuvant properties of the oligonucleotides to the antigen-presenting cell. In addition, the conjugated oligonucleotides appear to have improved immunostimulatory abilities compared to free oligonucleotides, presumably due to enhanced activation of Toll-like receptor 9. Immunization with these conjugate preparations elicits antigen-specific antibody responses, a T-helper cell 1-biased cytokine profile from CD4 T cells, and CD8 cytotoxic T-lymphocyte activity that is CD4 independent. The humoral and cellular immune responses induced by these conjugates suggest they can be used to create effective vaccines against infectious pathogens and tumors and to beneficially modulate allergic responses. Indeed, recent clinical trial data show symptom relief and immunomodulation of the allergic response in patients with allergic rhinitis. This review considers the mechanisms of action of antigen-oligonucleotide conjugates and discusses available data regarding their use for the prevention and treatment of infectious, oncologic, and allergic diseases.