Exosomes secreted by tumor cells could serve as a promising immunotherapeutic tumor vaccine. Heat shock proteins (HSP) induced in tumor cells by heat shock are molecular chaperones with potent adjuvant activity in the induction of antigen‐specific T cell responses. To improve exosome‐based tumor vaccines, we have investigated the efficacy of exosomes derived from heat‐shocked mouse B lymphoma cells (HS‐Exo) in the induction of antitumor immune responses. We found that HS‐Exo, compared with control exosomes derived from the same cells (Exo), contain more HSP60 and HSP90 and increased amounts of molecules involved in immunogenicity including MHC class I, MHC class II, CD40, CD86, RANTES and IL‐1β. Furthermore, HS‐Exo induce both phenotypic and functional maturation of dendritic cells more efficiently. HS‐Exo immunization activates T cell responses more potently. Importantly, HS‐Exo induce dramatically increased antitumor immune responses compared to control exosomes from the same cells in prophylaxis and therapeutic in vivo lymphoma models. We further demonstrate that CD8⁺ T cells are the predominant T cell subset responsible for the antitumor effect of HS‐Exo and that CD4⁺ T cells are necessary in the induction phase of tumor rejection in a prophylaxis model. These findings provide a novel strategy to improve the efficacy of exosome‐based tumor vaccines.