Food-grade Lactic Acid Bacteria (LAB) have been safely consumed for centuries by humans in fermented foods. Thus, they are good candidates to develop novel oral vectors, constituting attractive alternatives to attenuated pathogens, for mucosal delivery strategies. Herein, this review summarizes our research, up until now, on the use of LAB as mucosal delivery vectors for therapeutic proteins and DNA vaccines. Most of our work has been based on the model LAB Lactococcus lactis, for which we have developed efficient genetic tools, including expression signals and host strains, for the heterologous expression of therapeutic proteins such as antigens, cytokines and enzymes. Resulting recombinant lactococci strains have been tested successfully for their prophylactic and therapeutic effects in different animal models: i) against human papillomavirus type 16 (HPV-16)-induced tumors in mice, ii) to partially prevent a bovine β-lactoglobulin (BLG)-allergic reaction in mice and iii) to regulate body weight and food consumption in obese mice. Strikingly, all of these tools have been successfully transposed to the Lactobacillus genus, in recent years, within our laboratory. Notably, anti-oxidative Lactobacillus casei strains were constructed and tested in two chemically-induced colitis models. In parallel, we also developed a strategy based on the use of L. lactis to deliver DNA at the mucosal level, and were able to show that L. lactis is able to modulate the host response through DNA delivery. Today, we consider that all of our consistent data, together with those obtained by other groups, demonstrate and reinforce the interest of using LAB, particularly lactococci and lactobacilli strains, to develop novel therapeutic protein mucosal delivery vectors which should be tested now in human clinical trials.