The invention discloses an exosome, a method for preparing the same and application of the exosome to preparing medicines for skin superficial tumor. The method particularly includes carrying out Trail gene transformation on Escherichia coli so as to express Trail proteins; extracting the exosome of the Trail proteins; carrying out lysozyme treatment, then modifying nano-particles by the aid of target peptides and loading a photosensitizer indocyanine green (ICG). The ICG can be triggered by near-infrared light to emit heat and release singlet oxygen after the nano-particles are delivered by means of skin penetration, and tumor cells can be synergistically killed by the nano-particles and the Trail proteins. The exosome, the method and the application have the advantages that the shortcomings of the traditional methods can be overcome by the aid of the method for preparing the exosome, the method is high in yield and medicine-loading rate, short in cycle and low in cost, and the medicines are easy and convenient to load; reports of application of exosomes to delivery by means of skin penetration are unavailable at present, the exosome can efficiently penetrate skin, and accordinglynovel strategies can be provided to treating skin diseases; in addition, therapy for curing melanoma is clinically available, the exosome can be combined with photo-thermal and biological therapy after penetrating the skin, accordingly, development and metastasis of the melanoma can be synergistically suppressed, and excellent in-vivo treatment effects can be realized.