Exosomes, spherical lipid-bilayered particles secreted by cells, have recently emerged as a novel and highly promising drug delivery system, attracting extensive attention in the field of biomedical research. Dendritic-cell-derived exosomes (DC-Exos) possess surface protein and ligands characteristic of DC cells, such as functional MHC-I and MHC-II, CD80, CD86. These components play a crucial role in immune responses, facilitating antigen uptake, presentation, and the activation of antigen-specific CD4 and CD8 T cells. These properties make them striking and excellent drug delivery vehicles for use in various immune diseases and cancer therapy. This review summarizes and discusses the characteristics, current methods and types of drug loading of DC-Exos. Its surface modifications and application in disease treatment were also discussed, aiming to motivate the development of exosome-based theranostic nanoplatforms and nanotechnology for improved healthcare treatments.