Messenger RNA (mRNA) vaccines and therapeutics hold immense potential for a wide range of clinical applications. However, the in vitro transcription (IVT) process used to synthesize mRNA also results in the generation of a by-product, double-stranded RNA (dsRNA), which can trigger innate immune activation and reduce translation activity. Although various efforts have been made to optimize IVT synthesis to minimize dsRNA formation, dsRNA impurities still cannot be fully resolved. Therefore, the urgency and significance of a downstream purification strategy to tackle these unresolved dsRNA impurities cannot be overstated. In this review, we discuss in detail the use of non-enzymatic (reversed phase-ion pairing chromatography, hydrophobic interaction chromatography, cellulose, dsRNA-specific scavenger resin, hydroxyapatite chromatography, anion exchange chromatography, hydrogen bonding chromatography, asymmetric flow field-flow fractionation, salt precipitation, low pH denaturation) and RNase III enzymatic purification strategies aimed at dsRNA removal. We summarize key findings on the effectiveness of these approaches in removing dsRNA impurities, as well as their strengths and limitations. In addition, we also compile purification optimization strategies that can be performed after mRNA synthesis to improve the efficiency of dsRNA contaminant removal, enhance the recovery of mRNA products, preserve mRNA integrity, and augment translation activity. Other small-scale purification strategies and future outlooks are also presented. This review is intended to serve as a comprehensive reference guide for all personnel working on the production of mRNA therapeutics.