Regular exercise maintains a healthy metabolic profile, while the underlying mechanisms have not been fully elucidated. Extracellular vesicles serve as an important mediator in intercellular communication. In this study, we aimed to explore whether exercise-induced extracellular vesicles (EVs) of skeletal muscle origins contribute to exercise-related protective effects on metabolism. We found that the twelve weeks of swimming training improved glucose tolerance, reduced visceral lipid accumulation, alleviated liver damage, and inhibited atherosclerosis progression in both obese WT mice and ApoE-/- mice, which could be partially blocked by EV biogenesis repression. Injection of skeletal muscle-derived EVs from exercised C57BL/6J mice (twice a week for 12 weeks) had similar protective effects on both obese WT mice and ApoE-/- mice as exercise itself. Mechanistically, these exe-EVs could be endocytosed by major metabolic organs, especially the liver and adipose tissue. With the protein cargos rich in mitochondrial and fatty acid oxidation-related components, exe-EVs remodeled metabolism towards beneficial cardiovascular outcomes. Our study here has shown that exercise remodels metabolism towards beneficial cardiovascular outcomes at least partially via the skeletal muscle secreted EVs. Therapeutic delivery of exe-EVs or the analogues could be promising for prevention of certain cardiovascular and metabolic diseases.