The RIG‐I pathway can be activated by RNA containing 5′ triphosphate, leading to type I interferon release and immune activation. Hence, RIG‐I agonists have been used to induce immune responses against cancer as potential immunotherapy. However, delivery of 5′ triphosphorylated RNA molecules as RIG‐I agonists to tumour cells in vivo is challenging due to the susceptibility of these molecules to degradation. In this study, we demonstrate the use of extracellular vesicles (EVs) from red blood cells (RBCs), which are highly amenable for RNA loading and taken up robustly by cancer cells, for RIG‐I agonist delivery. We evaluate the anti‐cancer activity of two novel RIG‐I agonists, the immunomodulatory RNA (immRNA) with a unique secondary structure for efficient RIG‐I activation, and a 5′ triphosphorylated antisense oligonucleotide with dual function of RIG‐I activation and miR‐125b inhibition (3p‐125b‐ASO). We find that RBCEV‐delivered immRNA and 3p‐125b‐ASO trigger the RIG‐I pathway, and induce cell death in both mouse and human breast cancer cells. Furthermore, we observe a significant suppression of tumour growth coupled with increased immune cell infiltration mediated by the activation of RIG‐I cascade after multiple intratumoral injections of RBCEVs loaded with immRNA or 3p‐125b‐ASO. Targeted delivery of immRNA using RBCEVs with EGFR‐binding nanobody administrated via intrapulmonary delivery facilitates the accumulation of RBCEVs in metastatic cancer cells, leading to potent tumour‐specific CD8⁺ T cells immune response. This contributes to prominent suppression of breast cancer metastasis in the lung. Hence, this study provides a new strategy for efficient RIG‐I agonist delivery using RBCEVs for immunotherapy against cancer and cancer metastasis.