Triptolide has been proven to possess anticancer efficacy; however, its application in the clinical practice was limited by poor water solubility, hepatotoxicity, and nephrotoxicity. In this study, a triptolide-loaded exosomes delivery system (TP-Exos) was constructed and its effects on the proliferation and apoptosis of SKOV3 cells in vitro and in vivo were observed. SKOV3-exosomes (SK-Exos) were collected by ultracentrifugation and ultrafiltration centrifugation. TP-Exos was constructed by sonication and ultrafiltration centrifugation. SK-Exos and TP-Exos were characterized by transmission electron microscopy, western blotting, nanoparticle-tracking analysis, and high-performance liquid chromatography. Cellular uptake of exosomes, 3-(4,5-dimethylthiazol-2-yl)-2,5-diphenyltetrazolium bromide (MTT) assay, bromodeoxyuridine (BrdU) cell proliferation assay, and cell apoptosis experiment were used to study the effect of TP-Exos on ovarian cancer in vitro. Tumor-targeting study of exosomes, monitoring the tumor volume of mice, and TdT-mediated dUTP Nick-End labeling (TUNEL) assay were used to evaluate the effect of TP-Exos on ovarian cancer in vivo. The toxicity of TP-Exos in vivo was evaluated by liver and kidney function and histopathology of major organs (heart, liver, spleen, lung, kidney, and ovary). The results revealed that TP-Exos not only have the general characteristics of exosomes but also have high drug encapsulation efficiency. Besides, PKH26 labeled exosomes (PKH26-Exos) could be uptaken by SKOV3 cells, and Dir labeled exosomes (Dir-Exos) could be enriched to the tumor site of tumor bearing mice. Furthermore, the cytotoxic and apoptotic effects on SKOV3 cells of TP-Exos were weaker than those of free TP, and tumor cell proliferation inhibition and tumor growth inhibition were stronger than that of free TP. Moreover, TP-Exos have toxic effect on liver and spleen. In conclusion, the TP-Exos could be a promising strategy for ovarian cancer, but they need to be further optimized to attenuate the damage to liver and spleen.