Delivering protein therapeutics specifically into target cells and tissues is a promising avenue in medicine. Advancing this process will significantly enhance the efficiency of the designed drugs. In this regard, natural membrane-based systems are of particular interest. Extracellular vesicles (EVs), being the bilayer lipid particles secreted by almost all types of cells, have several principal advantages: biocompatibility, carrier stability, and blood–brain barrier penetrability, which make them a perspective tool for protein therapeutic delivery. Here, we evaluate the engineered genetically encoded EVs produced by a human cell line, which allow efficient cargo loading. In the devised system, the protein of interest is captured by self-assembling structures, i.e., “enveloped protein nanocages” (EPN). In their turn, EPNs are encapsulated in fusogenic EVs by the overexpression of vesicular stomatitis virus G protein (VSV-G). The proteomic profiles of different engineered EVs were determined for a comprehensive evaluation of their therapeutic potential. EVs loading mediated by bio-safe Fos–Jun heterodimerization demonstrates an increased efficacy of active cargo loading and delivery into target cells. Our results emphasize the outstanding technological and biomedical potential of the engineered EV systems, including their application in adoptive cell transfer and targeted cell reprogramming.