Central nervous system lymphoma (CNSL) is a type of hematological tumor. Treatment of CNSL is difficult due to the existence of the blood–brain barrier (BBB). Here, we used exosomes (Exos), a type of extracellular vesicle, and iRGD to construct a new drug carrier system and use it to load doxorubicin (DOX). The results of in vitro and in vivo experiments showed that the iRGD-Exo-DOX system can efficiently and securely transport DOX through the BBB and target tumor cells. The results suggest that iRGD-Exo-DOX may cross the BBB through brain microvascular endothelial cell-mediated endocytosis. Together, our study indicates an impactful treatment of central nervous system tumors.