Extracellular vesicles are membraneous particles released by a variety of cells into the extracellular microenvironment. Retroviruses utilize the cellular vesiculation pathway for virus budding/assembly and the retrovirus Gag protein induces the spontaneous formation of microvesicles or virus-like particles (VLPs) when expressed in the mammalian cells. In this study, five different melanoma antigens, MAGEA4, MAGEA10, MART1, TRP1 and MCAM, were incorporated into the VLPs and their localization within the particles was determined. Our data show that the MAGEA4 and MAGEA10 proteins as well as MCAM are expressed on the surface of VLPs. The compartmentalization of exogenously expressed cancer antigens within the VLPs did not depend on the localization of the protein within the cell. Comparison of the protein content of VLPs by LC-MS/MS-based label-free quantitative proteomics showed that VLPs carrying different cancer antigens are very similar to each other, but differ to some extent from VLPs without recombinant antigen. We suggest that retrovirus Gag based virus-like particles carrying recombinant antigens have a potential to be used in cancer immunotherapy.