Extracellular vesicle production is a ubiquitous process in Gram-negative bacteria, but little is known about such process in Gram-positive bacteria. We report the isolation of extracellular vesicles from the supernatants of Bacillus anthracis, a Gram-positive bacillus that is a powerful agent for biological warfare. B. anthracis vesicles formed at the outer layer of the bacterial cell had double-membrane spheres and ranged from 50 to 150 nm in diameter. Immunoelectron microscopy with mAbs to protective antigen, lethal factor, edema toxin, and anthrolysin revealed toxin components and anthrolysin in vesicles, with some vesicles containing more than one toxin component. Toxin-containing vesicles were also visualized inside B. anthracis-infected macrophages. ELISA and immunoblot analysis of vesicle preparations confirmed the presence of B. anthracis toxin components. A mAb to protective antigen protected macrophages against vesicles from an anthrolysin-deficient strain, but not against vesicles from Sterne 34F2 and Sterne δT strains, consistent with the notion that vesicles delivered both toxin and anthrolysin to host cells. Vesicles were immunogenic in BALB/c mice, which produced a robust IgM response to toxin components. Furthermore, vesicle-immunized mice lived significantly longer than controls after B. anthracis challenge. Our results indicate that toxin secretion in B. anthracis is, at least, partially vesicle-associated, thus allowing concentrated delivery of toxin components to target host cells, a mechanism that may increase toxin potency. Our observations may have important implications for the design of vaccines, for passive antibody strategies, and provide a previously unexplored system for studying secretory pathways in Gram-positive bacteria.