The Bacillus Calmette-Guerin (BCG) is an attenuated strain of Mycobacterium bovis that has been broadly used as a vaccine against human tuberculosis. This live bacterial vaccine is able to establish a persistent infection and induces both cellular and humoral immune responses. The development of mycobacterial genetic systems to express foreign antigens and the adjuvanticity of BCG are the basis of the potential use of this attenuated mycobacterium as a recombinant vaccine. Over the years, a range of strategies has been developed to allow controlled and stable expression of viral, bacterial and parasite antigens in BCG. Herein, we review the strategies developed to express heterologous antigens in BCG and the immune response elicited by recombinant BCG constructs. In addition, the use of recombinant BCG as an immunomodulator and future perspectives of BCG as a recombinant vaccine vector are discussed.