Small extracellular vesicles (sEVs) are a promising vehicle for drug delivery because of their good biocompatibility and nontoxicity. The drug loading and encapsulation efficiencies of them are not satisfactory. This is especially the case when drugs are loaded by co-incubation. In this situation, as the difference in drug concentration between the inside and outside of the membrane of ordinary sEVs decreases, the drugs cannot diffuse efficiently into the inside of the vesicles. As a result, the drug loading efficiency is low. In this study, engineered yeast-derived small extracellular vesicles derived from Pichia pastoris X33 (XPP-sEVs) engineered with carboxylesterase 1 (CES1) were constructed using the "esterase-responsive active loading" method, which is based on the concept of prodrug design and guided by the strategy of immobilized enzymes, to improve the loading efficiency of methyl salicylate (MS) to about twice as much. This was achieved by engineering the CES1-contained small extracellular vesicles to catalyze the esterase hydrolysis reaction of MS to establish a continuous MS transmembrane concentration gradient for efficient loading of the active drugs, including methyl salicylate and its hydrolyzed active product salicylic acid. The results showed that the enzyme activity of the CES1-sEVs group finally reached 7.88 ± 0.43 U/mL, and the drug loading efficiency was about doubled. The results of drug release from the engineered extracellular vesicles showed that the release of the drug reached equilibrium around 100 min-2 h, during which there was no sudden release of the MS, and the final amount of the drug released could be increased by 12.34 % compared with the emulsion dosage form of the MS. Overall, the CES1-sEVs prepared in this study significantly improved the drug-loading efficiency of MS without affecting the anti-inflammatory activity of MS. The MS-CES1-sEVs prepared in this study are non-toxic and have a bright application prospect in the treatment of skin inflammation.