Benefitting from their outstanding tumor-penetrating ability and cytotoxic proteins and cytokines, natural killer cell-derived exosomes (NEX) show great potential for cell-free tumor immunotherapy. To meet the clinical tumor therapeutic need, engineered NEX are highly required to further enhance their tumor-tropism and anti-tumor abilities. Thus, we firstly proposed a NEX engineering strategy, using a structure of AS1411-bivalent-cholesterol (B-Chol)-anchor equipped with photosensitizer Zinc phthalocyanine (ZnPc) attached on the membrane of NEX, to form A-P-NEX. It not only preferably maintains the spatial structure of the AS1411 aptamer via B-Chol anchor contributing to the tumor-tropism and the stability of NEX, but also significantly improve the photodynamic therapy (PDT) effect by firmly binding ZnPc in the unique G-quadruplex structure in AS1411 aptamer. Thus, the results showed A-P-NEX could promote the precisely uptake of NEX and ZnPc by tumor cells, and produce obvious synergistic NEX-based immunotherapy and PDT upon laser irradiation, demonstrating excellent targeted anti-tumor effects both in vitro and in vivo. This study demonstrates a reliable NEX-engineering strategy, and paves the way for developing useful tumor-tropism PDT method.