Exosomes possess endogenous attributes and distinct biological functions, and thereby, their uses as drug nanocarriers have attracted increasing attention for biomedical practices. However, to achieve targeted therapeutic purposes, complicated extractions, as well as modifications of exosomes, are involved. Here, based on the use of superparamagnetic iron oxide nanoparticles conjugated exosome (Ex-SPIONs), a facile exosome extraction through magnetism was established. The produced Ex-SPIONs exhibited a uniform size distribution and desirable biocompatibility. Moreover, taking advantage of the magnetic properties of SPIONs, the targeted delivery of Ex-SPIONs was demonstrated in the rat brain. Therefore, the constructed SPIONs functionalized exosome shows promising therapeutic potentials, including the treatment of brain diseases.