Tumor-cell derived small extracellular vesicle (sEV) combined with immunostimulatory adjuvants may serve as a promising tumor vaccine through the induction of the cytotoxic T cell response. To achieve an efficient immune response, the prolonged tissue residence after intradermal injection followed by the sustained and efficient delivery of tumor-cell derived sEV combined with adjuvants to antigen-presenting cells (APCs) is a promising strategy. In the present study, we constructed a DNA-anchored sEV superstructure in which tumor-cell derived sEVs were assembled with each other to achieve prolonged tissue residence and the ability to encourage selective uptake by dendritic cells. We prepared sEVs modified with immunostimulatory CpG-DNA containing an additional “sticky end” (CpG-sEV). CpG-sEVs were mixed with an oligonucleotide duplex containing the sequence complementary to the “sticky end” of the CpG-DNA, resulting in the self-assembly of CpG-sEV into a micrometer-sized superstructure. The CpG-DNA anchored sEV assembly (CpG-sEV assembly) was selectively taken up by APCs, compared to tumor cells or fibroblast cells, and it efficiently activated dendritic cells in vitro. Moreover, CpG-sEV assembly formation significantly prolonged tissue residence and increased the immune responses of immunostimulatory CpG-DNA intradermally injected into mice. These results indicate that CpG-sEV assembly is an effective system which may be useful for tumor immunotherapy.