Sustained release systems have become the focus of attention in vaccine delivery as they may reduce or prevent the need for repeated dosing. In this work, lipid implants were prepared by twin-screw extrusion and investigated as vaccine delivery systems in vivo. The lipid implants consisted of cholesterol, soybean lecithin, and Dynasan 114. Ovalbumin (OVA) was employed as a model antigen and Quil-A (QA) as an adjuvant. In addition, OVA and QA loaded liposomes were prepared by the lipid-film hydration method, freeze-dried and then added to the lipid matrix prior to extrusion. Implants were administered subcutaneously and the kinetics of antigen release as well as the overall immune response stimulated were analysed by measuring CD4+ and CD8+ T cell proliferation, OVA-specific IgG production as well as cytokine (IFN-γ and IL4) secretion. Vaccine release from the implants was completed by 14 days. Inclusion of adjuvant into the implants was required for the generation of cellular and humoral immune responses. Inclusion of liposomes into the implant did not enhance the resulting immune responses generated.