Triple-negative breast cancer (TNBC) is highly heterogeneous, lacks accessible therapeutic targets, and features an immunosuppressive tumor microenvironment (TME). Anthracycline-based chemotherapy remains the primary treatment method for TNBC, while the current popular immune checkpoint inhibitors persistently encounter therapeutic resistance. Therefore, there is an urgent need to explore combined therapeutic strategies to remodel the TME and improve the treatment response. Considering the highly specific homing ability of tumor cell-derived vesicles and the key role of the signal transduction and activation of the transcription factor 3 (STAT3) pathway in TNBC, we propose a synergistic therapeutic strategy that integrates gene therapy, chemotherapy, and immunotherapy based on STAT3 short interfering RNA (siSTAT3) and doxorubicin (DOX)-functionalized tumor-derived extracellular vesicles (TEVs) (siSTAT3-DOX@TEV). The in vitro and in vivo results demonstrate that siSTAT3-DOX@TEV target tumor tissues precisely, downregulate STAT3 expression, and synergistically and efficiently induce immunogenic death, thereby reversing the immunosuppressive TME. Moreover, mass cytometry and immunohistochemistry reveal the local immune activation effect of siSTAT3-DOX@TEV, with a significant increase in M1 macrophages, CD4+ T cells, and CD8+ T cells in tumor tissues. These results provide strong hints for the development of TEV-based chemo-gene therapeutic agents for TNBC treatment at the clinical level.