Exosomes derived from mesenchymal stem cells (MSCs) are small membrane vesicles with diameters in 30-150 nm, which are secreted into extracellular matrix by MSCs in resting or activated state. Recent studies have found that exosomes secreted by MSCs can be used as important signal transduction mediator, which can transport bioactive substances such as mRNA, microRNA, and proteins effectively to target cells, and play important roles in regulating tissue regeneration and immunomodulation. Here we give an overview of biological properties, mechanisms, and the roles in treating sepsis of exosome derived from MSCs, in order to provide some basises to highlight the MSCs-exosomes therapy in sepsis.