Lung cancer is a serious issue to threat the health of human and the treatment using currently available chemotherapy drug, such as paclitaxel (PTX) is significantly impaired by the poor solubility and targetability. In this study, we used the cancer exosome (CE) derived from lung cancer cell line A549 to load PTX (CE/PTX) and construct a drug delivery system (DDS) for the treatment of A549 tumor in a mice mode. The DDS realized better inhibition on both A549 cells and tumors as compared to commercial PTX formulation (Taxol). Therefore, we believe this strategy can be applied to clinical trials for better cancer treatment.