Background: In recent years, tumor vaccines have demonstrated unexpected success in cancer treatment. However, it still faces several challenges, including insufficient antigen and adjuvant delivery, unsuitable antigen delivery system, and inadequate antigen-presenting cell (APC) maturation. Antigenic adjuvant co-delivery tactics could be one way to enhance APC maturation. Methods: Membrane-fused nanovesicles were synthesized by separating melanoma cell membranes from BCG cytoplasmic membranes. Dynamic light scattering and transmission electron microscopy were used for measuring the vesicles’ size and shape. The uptake of vesicles by mouse bone marrow-derived dendritic cells and the activation of DC cells by vesicles were verified in vitro. In order to further confirm the material’s capacity to activate the immune system and its ability to inhibit tumor growth, the activation of DC and T cells in mouse draining lymph nodes and the concentration of anti-tumor cytokines were measured. Results: The hybrid vesicles were homogeneous in size and could facilitate phagocytosis by dendritic cells (DCs). They could also effectively activate DCs and T cells in vitro and in vivo, eliciting anti-tumor immunity. Moreover, the vesicles demonstrated satisfying biosafety with no major side effects. Conclusions: Motivated by the myth of the Trojan Horse, we created an antigen-adjuvant-integrated nanovesicle that merges the BCG cytomembrane with the tumor cell membrane, which can achieve immune cell stimulation and tumor antigen delivery simultaneously. In conclusion, these findings support the potential application of dual-membrane fusion nanovesicles as tumor vaccines.