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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.