Adjuvants are a diverse group of substances that can be added to vaccines to enhance antigen-specific immune responses and improve vaccine efficacy. The first adjuvants, discovered almost a century ago, were soluble crystals of aluminium salts. Over the following decades, oil emulsions, vesicles, oligodeoxynucleotides, viral capsids, and other complex organic structures have been shown to have adjuvant potential. However, the detailed mechanisms of how adjuvants enhance immune responses remain poorly understood and may be a barrier that reduces the rational selection of vaccine components. Previous studies on mechanisms of action of adjuvants have focused on how they activate innate immune responses, including the regulation of cell recruitment and activation, cytokine/chemokine production, and the regulation of some "immune" genes. This approach provides a narrow perspective on the complex events involved in how adjuvants modulate antigen-specific immune responses. A comprehensive and efficient way to investigate the molecular mechanism of action for adjuvants is to utilize systems biology approaches such as transcriptomics in so-called "systems vaccinology" analysis. While other molecular biology methods can verify if one or few genes are differentially regulated in response to vaccination, systems vaccinology provides a more comprehensive picture by simultaneously identifying the hundreds or thousands of genes that interact with complex networks in response to a vaccine. Transcriptomics tools such as RNA sequencing (RNA-Seq) allow us to simultaneously quantify the expression of practically all expressed genes, making it possible to make inferences that are only possible when considering the system as a whole. Here, we review some of the challenges in adjuvant studies, such as predicting adjuvant activity and toxicity when administered alone or in combination with antigens, or classifying adjuvants in groups with similar properties, while underscoring the significance of transcriptomics in systems vaccinology approaches to propel vaccine development forward.