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Background: Tumor-derived exosomes (TEXs) are involved in tumor progression and the immune modulation process and mediate intercellular communication in the tumor microenvironment. Although exosomes are considered promising liquid biomarkers for disease diagnosis, it is difficult to discriminate TEXs and to develop TEX-based predictive biomarkers.Methods: In this study, the gene expression profiles and clinical information were collected from The Cancer Genome Atlas (TCGA) database, IMvigor210 cohorts, and six independent Gene Expression Omnibus datasets. A TEXs-associated signature named TEXscore was established to predict overall survival in multiple cancer types and in patients undergoing immune checkpoint blockade therapies.Results: Based on exosome-associated genes, we first constructed a tumor-derived exosome signature named TEXscore using a principal component analysis algorithm. In single-cell RNA-sequencing data analysis, ascending TEXscore was associated with disease progression and poor clinical outcomes. In the TCGA Pan-Cancer cohort, TEXscore was elevated in tumor samples rather than in normal tissues, thereby serving as a reliable biomarker to distinguish cancer from non-cancer sources. Moreover, high TEXscore was associated with shorter overall survival across 12 cancer types. TEXscore showed great potential in predicting immunotherapy response in melanoma, urothelial cancer, and renal cancer. The immunosuppressive microenvironment characterized by macrophages, cancer-associated fibroblasts, and myeloid-derived suppressor cells was associated with high TEXscore in the TCGA and immunotherapy cohorts. Besides, TEXscore-associated miRNAs and gene mutations were also identified. Further experimental research will facilitate the extending of TEXscore in tumor-associated exosomes.Conclusions: TEXscore capturing tumor-derived exosome features might be a robust biomarker for prognosis and treatment responses in independent cohorts. [ABSTRACT FROM AUTHOR]