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Peste des Petits Ruminants (PPR) is a highly pathogenic disease that is classified as a World Organization for Animal Health (OIE)-listed disease. PPRV mainly infects small ruminants such as goats and sheep. In view of the global and high pathogenicity of PPRV, in this study, we proposed a novel nanoparticle vaccine strategy based on ferritin (Fe) self-assembly technology. Using <i>Helicobacter pylori</i> (<i>H. pylori</i>) ferritin as an antigen delivery vector, a PPRV hemagglutinin (H) protein was fused with ferritin and then expressed and purified in both <i>Escherichia coli</i> (<i>E. coli</i>) and silkworm baculovirus expression systems. Subsequently, the nanoparticle antigens’ expression level, immunogenicity and protective immune response were evaluated. Our results showed that the PPRV hemagglutinin–ferritin (H-Fe) protein was self-assembled in silkworms, while it was difficult to observe the correctly folded nanoparticle in <i>E. coli</i>. Meanwhile, the expression level of the H-Fe protein was higher than that of the H protein alone. Furthermore, the immunogenicity and protective immune response of H-Fe nanoparticle antigens expressed by silkworms were improved compared with the H antigen alone. Particularly, the protective immune response of H-Fe antigens expressed in <i>E. coli</i> did not change, as opposed to the H antigen, which was probably due to the incomplete nanoparticle structure in <i>E. coli</i>. This study indicated that the use of ferritin nanoparticles as antigen delivery carriers could increase the expression of antigen proteins and improve the immunogenicity and immune effect of antigens.