In recent years, vaccine development using ribonucleic acid (RNA) has become the most promising and studied approach to produce safe and effective new vaccines, not only for prophylaxis but also as a treatment. The use of messenger RNA (mRNA) as an immunogenic has several advantages to vaccine development compared to other platforms, such as lower coast, the absence of cell cultures, and the possibility to combine different targets. During the COVID-19 pandemic, the use of mRNA as a vaccine became more relevant; two out of the four most widely applied vaccines against COVID-19 in the world are based on this platform. However, even though it presents advantages for vaccine application, mRNA technology faces several pivotal challenges to improve mRNA stability, delivery, and the potential to generate the related protein needed to induce a humoral- and T-cell-mediated immune response. The application of mRNA to vaccine development emerged as a powerful tool to fight against cancer and non-infectious and infectious diseases, for example, and represents a relevant research field for future decades. Based on these advantages, this review emphasizes mRNA and self-amplifying RNA (saRNA) for vaccine development, mainly to fight against COVID-19, together with the challenges related to this approach.