Exosomes are bilipid layer-enclosed vesicles derived from endosomes and are released from neural cells. They contain a diversity of proteins, mRNAs, and microRNAs (miRNAs) that are delivered to neighboring cells and/or are transported to distant sites. miRNAs released from exosomes appear to be associated with multiple neurodegenerative conditions linking to Alzheimer's disease (AD) which is marked by hyperphosphorylated tau proteins and accumulation of Aβ plaques. Exciting findings reveal that miRNAs released from exosomes modulate the expression and function of amyloid precursor proteins (APP) and tau proteins. These open up the possibility that dysfunctional exosomal miRNAs may influence AD progression. In addition, it has been confirmed that the interaction between miRNAs released by exosomes and Toll-like receptors (TLR) initiates inflammation. In exosome support-deprived neurons, exosomal miRNAs may regulate neuroplasticity to relieve neurological damage. In this review, we summarize the literature on the function of exosomal miRNAs in AD pathology, the potential of these miRNAs as diagnostic biomarkers in AD, and the use of exosomes in the delivery of miRNAs which may lead to major advances in the field of macromolecular drug delivery.