Currently, lacks of specificity and effectiveness remain the main drawbacks of clinical cancer treatment. Despite therapeutic advances in recent decades, clinical outcomes remain poor. Exosomes are nanosized particles with great potential for enhancing anticancer responses and targeted drug delivery. Exosomes modified through genetic or nongenetic methods can augment the cytotoxicity and targeting ability of therapeutic agents, thus improving their efficacy in killing cancer cells. In this review, we summarize recent research on engineering exosomes-based cancer therapy and discuss exosomes derived from tumors, mesenchymal stem cells, dendritic cells, HEK293T cells, macrophages, milk, and other donor cells. The antitumor effects of engineered-exosomes are highlighted and the potential adverse effects are considered. A comprehensive understanding of exosomes modification may provide a novel strategy for cancer therapy.