Natural exosomes and engineered exosomes loaded with endogenous or exogenous cargos for therapeutic purposes. Immune-therapeutic exosomes include naturally occurring exosomes mainly from mesenchymal stem cells (route 1); exosomes secreted by modified cells due to pathological factors or transfection (route 2); and exosomes loaded with exogenous cargos classified into three kinds, mainly including small molecule drugs, such as curcumin and glucocorticoids (GC), nucleic acids (miRNA, small interference RNA (siRNA), lncRNA, etc.), proteins and peptides (route 3). These exosomes can be surface-modified with targeting peptides for a successful exosome-based drug delivery system. In the context of systemic lupus erythematosus, immunosuppression, cartilage repair and renoprotection are important pathways regulated in target cells by exosome-based drug delivery. shRNA: Small hairpin RNA.