There is a need to explore combination therapy to improve the efficacy of immunotherapy for colorectal cancer through food probiotics. In this study, extracellular vesicles (EV) derived from Lactobacillus rhamnosus GG (LGG-EV) were successfully isolated. Adjusting the culture temperature to 30 °C led to an elevated LGG-EV yield, and the addition of penicillin resulted in a decrease in particle size. In addition, LGG-EV have better gastrointestinal tract stability in a Ca2+ environment in vivo and in vitro. Oral administration of LGG-EV synergistically improved anti-PD-1 immunotherapy efficacy against colorectal cancer. Mechanistically, LGG-EV modulated intestinal immunity by increasing the CD8+ T/CD4+ T cell ratio in mesenteric lymph nodes and enhancing the ratio of MHC II+ DC cells, CD4+ T cells, and CD8+ T cells in tumor tissues. Meanwhile, the diversity of the gut microbiota and the abundance of beneficial bacteria, such as Lactobacillus, increased in the combined-treatment mice. In addition, there were significant changes in the levels of serum metabolites associated with the microbiota and anti-tumor effects, including uridine, which was elevated by the combination of anti-PD-1 and LGG-EV treatment. Our findings provide theoretical and mechanistic insights into the development of LGG-EV as postbiotics in combination with immune checkpoint inhibitors for cancer therapy.