The aim of this work was to evaluate the ameliorative effects of exosome biogenesis in cow's milk allergy (CMA) response. In this context, BALB/c mice were systemically sensitized with cow's milk proteins plus an aluminum adjuvant to induce CMA. The inhibitor GW4869 of exosome biogenesis was added before sensitization and then the anaphylactic reactions were evaluated both in vivo (clinical score and body temperature) and in vitro (serum histamine, allergen-specific antibodies, cytokines by ELISA and cell analysis by flow cytometry) to explore the role of exosomes in the development of CMA. Nanoparticle tracking analysis (NTA) and transmission electron microscopy (TEM) showed that the size distribution and morphology of CMA-derived exosomes were not changed after GW4869 preconditioning, and the concentration of exosomes was much lower than that of the CMA group. In the GW4869 group, inhibition of release of exosomes modulated the induction of T helper 2 cell (Th2)-related substances, with a decrease in histamine and allergen-specific immunoglobulin (Ig) E, and the expression of Th1, Th2, and Th17 cells all decreased as well. Moreover, the experimental data were integrated by means of principal component analysis (PCA) to give an overview that the percentage of Th cells and concentrations of cytokines were more influenced by GW4869 treatment. These data for the first time demonstrated that exosomes are involved in the development of CMA and the blockade of exosome release with GW4869 suppressed the IgE-mediated immune response in CMA.