Marburg virus (MARV), which is one of the most virulent agents in the world, causes lethal haemorrhagic fever in humans and nonhuman primates (NHPs) with a mortality rate of up to 90%. Currently, there is no effective treatment or approved vaccine for MARV for human use to control disease outbreak and spread. Virus-like particles (VLPs), which are morphologically identical to the native infectious virus particle, are efficacious as vaccines against many viruses, including human papilloma virus (HPV), porcine circovirus (PCV) type 2 and hepatitis B virus (HBV). In this study, we generated MARV virus-like particles (VLPs) by co-expressing a glycoprotein (GP) and matrix protein (VP40) using the baculovirus expression system. Rhesus macaques vaccinated with MARV VLPs mixed with adjuvant Poria cocos polysaccharides (PCP-II) produced a GP-specific IgG titer of up to 1:1280 and virus-neutralizing antibody titers that reached 1:320. MARV VLPs also elicited interferon-γ (IFN-γ) and interleukin-4 (IL-4) secretion associated with T-helper 1 cell (Th1)- and T-helper 2 cell (Th2)-mediated immunity, as detected using enzyme-linked immunospot (ELISpot) assays. These data indicate that MARV VLPs mixed with adjuvant PCP-II have excellent immunogenicity in rhesus macaques and may be a promising candidate vaccine against MARV.