For CD8 T lymphocytes to mount responses to cancer and virally-infected cells, dendritic cells must capture antigens present in tissues and display them as peptides bound to MHC-I molecules. This is most often accomplished through a pathway called antigen cross-presentation (XPT). Here, we report that the vesicular trafficking protein Rab39a is needed for optimal cross-presentation by dendritic cells in vitro and cross-priming of CD8 T cells in vivo. Without Rab39a, MHC-I presentation of intraphagosomal peptides is inhibited, indicating that Rab39a converts phagosomes into peptide-loading compartments. In this process, Rab39a promotes the delivery of MHC-I molecules from the endoplasmic reticulum (ER) to phagosomes, and increases the levels of peptide-empty MHC-I conformers that can be loaded with peptide in this compartment. Rab39a also increases the levels of Sec22b and NOX2, previously recognized to participate in cross-presentation, on phagosomes, thereby filling in a missing link into how phagosomes mature into cross-presenting vesicles.