Nasal vaccination is considered a potent and practical immunization route for the induction of effective immunity to infectious diseases. Successful nasal vaccines require efficient delivery to, and retention of antigens within, nasal mucosa, including both the inductive (e.g., nasopharynx-associated lymphoid tissues) and effector (e.g., turbinate covered with single-layer epithelium) tissues, where antigen-specific immune responses are initiated and executed, respectively. We developed an approach towards successful nasal vaccination by using self-assembled nano-sized hydrogel particles, known as nanogels, which are composed of a cationic type of cholesteryl group-bearing pullulan. Here, we review the merging of nanotechnological and immunological concepts leading to the development of next-generation nasal vaccines, and demonstrate the applicability of novel nanogel-based vaccine for the prevention of infectious diseases.