Objective To prepare Exosomes secreted by mouse hepatoma cell (H_(22)) and heat stressed Exosomes (HS-Exo) derived from heat stress-treated mouse hepatoma cell (H_(22)), in order to study the possible anti-tumor immune mechanism. Methods Exosomes and HS-Exo were purified by serial ultracentrifugation and sucrose density gradiant centrifugation, and were observed and identified by electron microscope. The components and production of the protein and the effects of the host immune response against hepatocellular carcinoma of HS-Exo were observed by using Exosomes as the control. Their immunological factors were detected by Western blot. Lymphocyte proliferation and specific cytotoxic activity of mouse splenic cells were determined by MTT. CD4~+ and CD8~+ lymphocytes infiltration in mouse tumor tissues immunized by both were analysed by immunohistochemical staining. Results HS-Exo was similar in morphology to the Exosomes, the important immune-ralated protein expressed in HS-Exo was increased (P<0.05). HS-Exo immunized mouse group showed more effective inhibition of tumor growth, better-induced lymphocyte proliferation,more significantly enhanced the cytotoxic activity of spleen lymphocytes, as well as a more prominent role in tumor therapy than Exosomes immunized mouse control group (P<0.05). Conclusions Heat stress treatment method for the preparation of HS-Exo was feasible. HS-Exo had a stronger role in the immuneactivity and tumor treatment than control Exosomes.