AbstractExtracellular vesicles (EVs) have emerged as potential tools for tumor‐target therapy accompanied with activating anticancer immune responses by serving as an integrated platform, but usually suffered from the limited cross presentation of tumor‐associated antigen by dendritic cells (DCs). Here, a straightforward engineering strategy to construct heat shock proteins 70 (HSP70) highly expressed EVs incapsulated with Te nanoparticles (Te@EVs^HSP70) for tumor photothermal therapy triggering improved immunotherapy is proposed. Tumor cells are firstly used as bioreactors for intracellular synthesis of Te nanoparticles, and NIR irradiation is subsequently introduced to upregulate the expression of HSP70 to give engineered Te@EVs^HSP70 through exocytosis. Te@EVs^HSP70 exhibits excellent photothermal performance and enhanced tumor antigen capture capability, which induces significant immunogenic death of tumor cells and improves DCs maturation both in vitro and in vivo. Thus, the engineered EVs demonstrate superior antitumor efficacy through photothermal effect and following provoked antitumor immune responses. This work provides a facile method to fabricate multifunctional EVs‐based drug delivery system for improving photothermal‐triggered tumor immunotherapy.