Due to the chemodynamic and photothermal effects, cobalt sulfide quantum dots (CoS QDs) have a promising application prospect in tumor therapy. However, poor targeting and non-specific uptake limit their clinical application. To address these problems, a dual-targeting peptide/exosome/CoS QDs (PEP/Exo/CoS) was constructed to treat bladder cancer comprehensively. CoS QDs were firstly loaded into mesenchymal stem cellderived exosomes by electrotransfection method. Transmission electron microscope and nano-flow cytometry showed that the diameter of exosome/CoS QDs was 50-120 nm. We further found that exosome/CoS QDs had excellent photothermal effects and stability, similar to CoS QDs. We then designed a dual-targeting peptide that can specifically bind both exosomes and bladder cancer cells. Targeting peptide modification promoted the specific binding of exosome/CoS QDs and delivery into cancer cells. Cell experiments showed that PEP/Exo/CoS specifically induced the increase of reactive oxygen species (ROS) concentration in bladder cancer cells, but had no significant effect on transitional epithelial cells. In vitro and in vivo results demonstrated that PEP/Exo/CoS enabled remarkable anticancer properties through chemodynamic and photothermal effects. Moreover, PEP/ Exo/CoS can significantly reduce the damage of CoS QD to normal tissues under laser irradiation. Our study provided a new method for the comprehensive treatment of advanced bladder cancer.