Pneumonia has contributed to significant mortality owing to the irreversible injury to the lungs and severe inflammation of the tissue. Dexamethasone (DEX) is regarded as an effective drug to relieve the level of pneumonia, while the adverse effect of which is non-negligible. Here, we developed a targeted delivery strategy based on platelet-derived extracellular vesicles (PEVs), which are naturally occurring nanoparticles released by platelets, for DEX delivery in acute pneumonia, aiming to reduce the side effects and improve the therapeutic efficacy. Our strategy may shed light on the problems in DEX-based acute pneumonia therapy clinically.