Exosomes are small molecule extracellular vesicles secreted by various cells and play a major role in the pathological process of Alzheimer’s disease by transporting various bioactive substances such as miRNAs. Expression of exosomal miRNA changes in the early stages of AD, and exogenous injection of mesenchymal stem cell-derived exosomal miRNA improves learning and memory of AD animal models. This article reviews the research progress of exosomes in early screening and treatment of Alzheimer’s disease.