Protein cages (viral and non-viral) found in nature have evolved for a variety of purposes and are found in all kingdoms of life. The main functions of these nanoscale compartments are the protection and delivery of nucleic acids e.g. virus capsids, or the enrichment and sequestration of metabolons e.g. bacterial microcompartments. This review focuses on recent developments of protein cages for use in immunotherapy and therapeutic delivery. In doing so, we highlight the unique ways in which protein cages have informed on fundamental principles governing bio-nano interactions. With the enormous existing design space among naturally occurring protein cages, there is still much to learn from studying them as biomimetic particles.