Exosomes derived from dendritic cells or tumor cells are a population of nanometer-sized membrane vesicles that can induce specific antitumor immunity. During investigation of the effects of hyperthermia on antitumor immune response, we found that exosomes derived from heat-stressed tumor cells (HS-TEX) could chemoattract and activate dendritic cells (DC) and T cells more potently than that by conventional tumor-derived exosomes. We show that HS-TEX contain chemokines, such as CCL2, CCL3, CCL4, CCL5, and CCL20, and the chemokine-containing HS-TEX are functionally competent in chemoattracting CD11c(+) DC and CD4(+)/CD8(+) T cells both in vitro and in vivo. Moreover, the production of chemokine-containing HS-TEX could be inhibited by ATP inhibitor, calcium chelator, and cholesterol scavenger, indicating that the mobilization of chemokines into exosomes was ATP- and calcium-dependent and via a lipid raft-dependent pathway. We consistently found that the intracellular chemokines could be enriched in lipid rafts after heat stress. Accordingly, intratumoral injection of HS-TEX could induce specific antitumor immune response more efficiently than that by tumor-derived exosomes, thus inhibiting tumor growth and prolonging survival of tumor-bearing mice more significantly. Therefore, our results demonstrate that exosomes derived from HS-TEX represent a kind of efficient tumor vaccine and can chemoattract and activate DC and T cells, inducing more potent antitumor immune response. Release of chemokines through exosomes via lipid raft-dependent pathway may be a new method of chemokine exocytosis.