Exosomes are nano-sized small extracellular vesicles secreted by cells, carrying nucleic acids, proteins, lipids and other bioactive substances to play a role in the body's physiological and pathological processes. Compared to synthetic carriers such as liposomes and nanoparticles, the endogeneity and heterogeneity of exosomes give them extensive and unique advantages in the field of disease diagnosis and treatment. However, the storage stability, low yield, low purity, and weak targeting of exosomes limit its clinical application. For this reason, further exploration is needed to optimize the above problems and facilitate future functional studies of exosomes. In this paper, the origin, classification, preparation and characterization, storage stability and applications of exosome delivery system are summarized and discussed by searching a large number of literatures.