Vaccine efficacy in aquaculture has for a long time depended on evaluating relative percent survival and antibody responses after vaccination. However, current advances in vaccine immunology show that the route in which antigens are delivered into cells is deterministic of the type of adaptive immune response evoked by vaccination. Antigens delivered by the intracellular route induce MHC-I restricted CD8+ responses while antigens presented through the extracellular route activate MHC-II restricted CD4+ responses implying that the route of antigen delivery is a conduit to induction of B- or T-cell immune responses. In finfish, different antigen delivery systems have been explored that include live, DNA, inactivated whole virus, fusion protein, virus-like particles, and subunit vaccines although mechanisms linking these delivery systems to protective immunity have not been studied in detail. Hence, in this review we provide a synopsis of different strategies used to administer viral antigens via the intra- or extracellular compartments. Further, we highlight the differences in immune responses induced by antigens processed by the endogenous route compared to exogenously processed antigens. Overall, we anticipate that the synopsis put together in this review will shed insights into limitations and successes of the current vaccination strategies used in finfish vaccinology.