BackgroundExosomes are promising tools for the development of new diagnostic and therapeutic approaches. Exosomes possess the ability to activate signaling pathways that contribute to the remodeling of the tumor microenvironment, angiogenesis, and the regulation of immune responses. We aimed to develop a prognostic score based on exosomes derived from breast cancer. Materials and methodsTraining was conducted on the TCGA-BRCA dataset, while validation was conducted on GSE20685, GSE5764, GSE7904, and GSE29431. A total of 121 genes related to exosomes were retrieved from the ExoBCD database. The Cox proportional hazards model is used to develop risk score model. The GSVA package was utilized to analyze single-sample gene sets and identify exosome signatures, while the WGCNA package was utilized to identify gene modules associated with clinical outcomes. The clusterProfiler and GSVA R packages facilitated gene set enrichment and variation analyses. Furthermore, CIBERSORT quantified immune infiltration, and a correlation between gene expression and drug sensitivity was assessed using the TIDE algorithm. ResultsAn exosome-related prognostic score was established using the following selected genes: ABCC9, PIGR, CXCL13, DOK7, CD24, and IVL. Various immune cells that promote cancer immune evasion were associated with a high-risk prognostic score, which was an independent predictor of outcome. High-risk and low-risk groups exhibited significantly different infiltration abundances (p < 0.05). By conducting a sensitivity comparison, we found that patients with high-risk scores exhibited more favorable responses to immunotherapy than those with low-risk scores. ConclusionThe exosome-related gene signature exhibits outstanding performance in predicting the prognosis and cancer status of patients with breast cancer and guiding immunotherapy.