Porcine reproductive and respiratory syndrome (PRRS) is an economically important infectious disease of swine. Constant emergence of variant strains of PRRS virus (PPRSV) and virus-mediated immune evasion followed by viral persistence result in increased incidence and recurrence of PRRS in swine herds. Current live and killed PRRSV vaccines administered by a parenteral route are ineffective in inducing complete protection. Thus, new approaches in design and delivery of PRRSV vaccines are needed to reduce the disease burden of the swine industry. Induction of an effective mucosal immunity to several respiratory pathogens by direct delivery of a vaccine to mucosal sites has proven to be effective in a mouse model. However, there are challenges in eliciting mucosal immunity to PRRS due to our limited understanding of safe and potent mucosal adjuvants, which could potentiate the mucosal immune response to PRRSV. The purpose of this review is to discuss methods for induction of protective mucosal immune responses in the respiratory tract of pigs. The manuscript also discusses how PRRSV modulates innate, adaptive and immunoregulatory responses at both mucosal and systemic sites of infected and/or vaccinated pigs. This information may help in the design of innovative mucosal vaccines to elicit superior cross-protective immunity against divergent field strains of PRRSV.