Provided are a method of delivering target materials into extracellular vesicles including exposing the target materials and the extracellular vesicles to extracorporeal shockwaves, a method of preparing target material-introduced extracellular vesicles, extracellular vesicles prepared by the method, drug delivery vehicles including extracellular vesicles, and a method of delivering target materials into cells. The present disclosure exposes extracellular vesicles derived from natural organisms such as animal cells, plant cells, and microorganisms including bacteria and eukaryotic bacteria as well as artificially produced extracellular vesicles to extracorporeal shockwaves extracellularly. Thus, the high-level energy extracorporeal shockwaves can be used to deliver the target material into the extracellular vesicle efficiently. When treating with extracorporeal shockwaves, the ability of target material-introduced extracellular vesicles to incorporate into target cells also increases. According to the method of the present disclosure, the target materials can be delivered into cells with high efficiency, being utilized in various fields.