The advent of mRNA-based immunotherapeutics has fundamentally changed the nature of modern medicine. Although mRNA therapeutics initially developed to enhance vaccination platforms, they have rapidly expanded into gene editing and protein replacement applications. The rapid development and global deployment of mRNA vaccines during the COVID-19 pandemic emphasized the versatility and clinical potential of this modality and enabled swift progresses to infectious diseases and genetic disorders. mRNA work by exploiting the ability of the host cell system to produce desired proteins, however, clinical translation of mRNA immunotherapeutics remains constrained by challenges such as intrinsic instability, limited cellular uptake, inefficient endosomal escape, and suboptimal protein expression. Nanotechnology-based delivery systems have partially addressed these barriers over the past two decades and enabeled improved protection, targeting, and intracellular release. In this review, we conceptualize targeted mRNA delivery as a multistep process defined by Circulation–Internalization–Endosomal Escape–Expression (CIEE). We examine advances in systemic biodistribution control, organ-specific targeting, and precision delivery to antigen-presenting cells (APCs), and we discuss emerging strategies to optimize cytosolic transfection efficiency in immunotherapeutic applications. Advanced targeting strategies from organ-level biodistribution to cellular-level precision targeting of APCs are elucidated in details. From all the above, it follows that a solid knowledge in molecular biology, nanotechnology, and immunology is required for fine-tuned immunotherapeutic design. The current review attempt to serve as a reference to further advance optimizing targeted delivery of mRNA Immunotherapeutics.