Exosomes, nanometer-sized lipid-bilayer-enclosed extracellular vesicles (EVs), have attracted increasing attention due to their inherent ability to shuttle proteins, lipids and genes between cells and their natural affinity to target cells. Their intrinsic features such as stability, biocompatibility, low immunogenicity and ability to overcome biological barriers, have prompted interest in using exosomes as drug delivery vehicles, especially for gene therapy. Evidence indicates that exosomes play roles in both immune stimulation and tolerance, regulating immune signaling and inflammation. To date, exosome-based nanocarriers delivering small molecule drugs have been developed to treat many prevalent autoimmune diseases. This review highlights the key features of exosomes as drug delivery vehicles, such as therapeutic cargo, use of targeting peptide, loading method and administration route with a broad focus. In addition, we outline the current state of evidence in the field of exosome-based drug delivery systems in systemic lupus erythematosus (SLE), evaluating exosomes derived from various cell types and engineered exosomes. [ABSTRACT FROM AUTHOR]