Messenger RNA (mRNA) therapy is a novel anticancer treatment strategy based on in vitro transcription (IVT) mRNA, with promising potential for the treatment of malignant tumors. The outbreak of the COVID-19 pandemic in the early 21st century has greatly promoted the application of mRNA technologies in SARS-CoV-2 vaccines. Meanwhile, the research and development of the mRNA cancer vaccine has become a priority. A number of key technologies, including mRNA production strategies, delivery systems, anti-tumor immune strategies, etc., have made dramatic improvements and modifications. These technologies accelerated the research progress and clinical applications of mRNA therapy, thereby greatly overcoming the bottleneck problem, such as the instability, inefficient deliveries, and weak immunogenicity of the mRNA vaccines in the past. This review provides a detailed overview of the production, delivery systems, immunological mechanisms, and anti-tumor immune response strategies for mRNA cancer vaccines. We list some mRNA cancer vaccines that have been used as candidates for cancer treatment and the clinical trials in the field of tumor immunotherapy. In addition, we discuss about the immunological mechanism of the mRNA vaccines to destroy tumors, as well as the challenges and prospects for the future.