Exosomes are secreted membrane nanovesicles of endosomal origin and are considered potential cancer vaccine vectors. Phase I clinical trials have been successfully conducted with tumor peptide–loaded exosomes derived from dendritic cells (dexosomes), and a phase II clinical trial is ongoing. However, much is still unknown regarding the in vivo role of dexosomes and whether their immunogenicity can be enhanced. We previously reported that dexosomes induce CD4+ T cell responses in a B cell–dependent manner, suggesting that immunization with dexosomes carrying only T cell peptides induce suboptimal immune responses. In this study, we show that CD8+ T cell responses were induced in vivo when mice were immunized with protein-loaded, but not peptide-loaded, dexosomes. We also show that the cytotoxic T cell response was totally dependent on CD4+ T cells and, interestingly, also on B cells. Mice deficient in complement activation and Ag shuttling by B cells have lower responses to protein-loaded dexosomes, showing involvement of these B cell–mediated mechanisms. Finally, protein-loaded dexosomes were superior in protecting against tumor growth. In conclusion, proper activation of CD4+ T and B cells needs to be considered when designing cancer vaccines to ensure full potential of the treatment.