Failure of immune surveillance related to inadequate host antitumor immune responses has been suggested as a possible cause of the high incidence of recurrence and poor overall survival outcome of hepatocellular carcinoma. The stress-induced heat shock proteins (HSPs) are known to act as endogenous "danger signals" that can improve tumor immunogenicity and induce natural killer (NK) cell responses. Exosome is a novel secretory pathway for HSPs. In our experiments, the immune regulatory effect of the HSP-bearing exosomes secreted by human hepatocellular carcinoma cells under stress conditions on NK cells was studied. ELISA results showed that the production of HSP60, HSP70, and HSP90 was up-regulated in both cell lines in a stress-specific manner. After exposure to hepatocellular carcinoma cell-resistant or sensitive anticancer drugs (hereafter referred to as "resistant" or "sensitive" anticancer drug), the membrane microvesicles were actively released by hepatocellular carcinoma cells, differing in their ability to present HSPs on the cell surface, which were characterized as exosomes. Acting as a decoy, the HSP-bearing exosomes efficiently stimulated NK cell cytotoxicity and granzyme B production, up-regulated the expression of inhibitory receptor CD94, and down-regulated the expression of activating receptors CD69, NKG2D, and NKp44. Notably, resistant anticancer drugs enhanced exosome release and generated more exosome-carried HSPs, which augmented the activation of the cytotoxic response. In summary, our findings demonstrated that exosomes derived from resistant anticancer drug-treated HepG2 cells conferred superior immunogenicity in inducing HSP-specific NK cell responses, which provided a clue for finding an efficient vaccine for hepatocellular carcinoma immunotherapy.