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Persistent antigen stimulation promotes differentiation of exhausted CD8⁺ T (T_EX) cells. T_EX cells are distinct from circulating memory T (T_CIRCM) cells but share many features with tissue-resident memory (T_RM) cells established following infection resolution. CD8⁺ T cells co-expressing residency- and exhaustion-associated molecules in chronic diseases often correlate with clinical outcomes. However, the relationship between these cells and conventional T_RM or T_EX cells remains unclear. Here, we show that chronic antigen stimulation drives development of tissue-resident T_EX (TR-T_EX) cells that are ontologically and functionally distinct from T_RM cells generated after antigen clearance. TR-T_EX phenotypically resembled T_RM cells but were regulated by distinct transcriptional networks and were uniquely dependent on Tox for residency programming. Although T_EX progenitor cells acquired residency features upon entering chronically infected tissues, they failed to generate conventional T_RM cells after antigen withdrawal. Conversely, T_RM cells were able to differentiate into T_EX cells during chronic antigen stimulation. Deriving cell-state specific transcriptional signatures revealed a selective association of TR-T_EX cells with patient responses to immune checkpoint blockade, and only TR-T_EX but not T_RM cells responded to PD-1 pathway inhibition in vivo. These data suggest that TR-T_EX and T_RM cells are developmentally distinct cell types that share a tissue-residency program but have distinct roles in disease control.