Background/Objectives: African Swine Fever (ASF) represents one of the most serious threats to animal health and global food security. The causative agent of ASF is the African swine fever virus (ASFV), a DNA virus belonging to the Asfarviridae family. Here, we describe ex vivo results for an original anti-ASFV vaccine approach based on the cellular immune response induced by extracellular vesicles (EVs) engineered to express four ASFV antigens. EV engineering was achieved by expressing a DNA vector encoding a biologically inactive HIV-1 Nef protein (Nefmut), which exhibits unusually high efficiency of incorporation into EVs, even when fused to foreign proteins. Previous studies have demonstrated that intramuscular injection of Nefmut-based vectors leads to the engineering of EVs spontaneously released by muscle cells and induction of antigen-specific CD8+ T cell immunity. Methods: We designed DNA vectors expressing the fusion products between Nefmut and each of the four ASFV structural proteins p30, p54, pp62, and p72. Engineered EVs were molecularly characterized by western blot and nanotrack analysis, and their potential immunogenicity was assessed by priming and cross-presentation assays. Results: We assessed that the four antigens were successfully expressed in transfected mammalian cells, with the release of valuable amounts of engineered EVs. When immature swine dendritic cells were challenged with the engineered EVs and then co-cultivated with autologous peripheral blood lymphocytes in priming assays, lymphocyte subpopulations specifically reacting against each ASFV antigen were elicited, as detected by an IFN-γ ELISpot assay. In addition, we provide evidence that the Nefmut-based fusion products incorporated into the engineered EVs can be cross-presented by professional antigen-presenting cells, leading to cross-priming of autologous lymphocytes. Conclusions: These results represent the best premise to go forward with experiments of immunogenicity and antiviral efficiency in pigs.