Vaccines based on tumour‐specific antigens are a promising approach for immunotherapy. However, the clinical efficacy of tumour‐specific antigens is still challenging. Twelve conjugates with self‐assembly properties were designed and synthesized using MAGE‐A1 peptide and TLR2 agonist, combined with different covalent bonds. All the developed conjugates formed spherical nanoparticles with a diameter of approximately 150 nm, and enhanced the efficacy of the peptide vaccines with the better targeting of lymph nodes. All the conjugates could well bind to serum albumin and improve the plasma stability of the individual antigenic peptides. In particular, conjugate 6 (N‐Ac PamCS‐M‐6) had a more significant ability to promote dendritic cell maturation, CD8+ T cell activation, and subsequent killing of tumour cells, with an in vivo tumour inhibition rate of 70 ± 2.9%. The interaction between specific response and the different conjugation modes was further explored, thereby providing a fundamental basis for novel immune anti‐tumour molecular platforms. self‐assembled vaccines for breast cancer immunotherapy Twelve conjugates with self‐assembly properties were designed and synthesized using MAGE‐A1 peptide and TLR2 agonist. Conjugate 6 (N‐Ac PamCS‐M‐6) had a more significant ability to promote dendritic cell maturation, CD8+ T cell activation, and subsequent killing of tumour cells.