The ability to make independent detections of the signatures of exoplanets with complementary telescopes and instruments brings a new potential for robust identification of exoplanets and precision characterization. We introduce PEXO, a package for Precise EXOplanetology to facilitate the efficient modeling of timing, astrometry, and radial velocity data, which will benefit not only exoplanet science but also various astrophysical studies in general... PEXO is general enough to account for binary motion and stellar reflex motions induced by planetary companions and is precise enough to treat various relativistic effects both in the solar system and in the target system. We also model the post-Newtonian barycentric motion for future tests of general relativity in extrasolar systems. We benchmark PEXO with the pulsar timing package TEMPO2 and find that PEXO produces numerically similar results with timing precision of about 1 ns, space-based astrometry to a precision of 1 $\mu$as, and radial velocity of 1 $\mu$m/s and improves on TEMPO2 for decade-long timing data of nearby targets, due to its consideration of third-order terms of Roemer delay. PEXO is able to avoid the bias introduced by decoupling the target system and the solar system and to account for the atmospheric effects which set a practical limit for ground-based radial velocities close to 1 cm/s. Considering the various caveats in barycentric correction and ancillary data required to realize cm/s modeling, we recommend the preservation of original observational data. The PEXO modeling package is available at GitHub (https://github.com/phillippro/pexo). (read more)