The efforts for the immunomodulation which induce safe tolerance for treating autoimmune diseases have been expanded. Since widely used immunosuppressive drugs have impact on global immune system, they could cause susceptibility to infection and malignancy. In order to avoid the universal effects of drugs, auto-antigens have been used for inducing antigen-specific immune regulation. However, the auto-antigens are mostly not identified and repeated antigen administration could evoke inflammatory response to pathogenic tissues, which make exogenous auto-antigen challenging to transit into clinics. The purpose of this thesis was to develop the anti-inflammatory drug delivery system which can target cells producing auto-antigens and engineer extracellular vesicles to be loaded with antigens and drugs together. We assumed that this naturally secreted EVs which carry antigens and drugs can induce antigen specific immune regulation. Membrane fusogenic liposomes were used to deliver drugs, dexamethasone, to cell membranes. The release of antigens and drugs via EVs were identified and they successfully transferred to dendritic cells. Finally, we showed that transferred EVs induced phenotypic change in DCs, reducing the expression of costimulatory molecules.