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Messenger RNA (mRNA) therapeutics hold great potential in the prevention and treatment of many diseases owing to several unique advantages. Delivery of mRNA into target cells is a critical step in mRNA therapy. Efficient and safe delivery systems remain an urgent need. Here, we provide an overview of the current applications of protein nanocages (PNCs), which include different types of PNCs, such as viral capsids, nonviral PNCs, and artificial PNCs, in mRNA delivery. PNCs have the features of uniform size, controllable assembly, modifiable inner and outer surfaces, good biocompatibility, and biodegradability, making them ideal candidates for mRNA delivery. In this review, the properties, loading strategies, and delivery outcomes of each tested PNC are introduced. The challenges faced by PNC-based mRNA carriers are discussed. We also share our perspectives on possible strategies to address these challenges, emphasizing the opportunities brought by emerging technologies and disciplinary convergence.