<p>Autoimmune diseases are characterized by an aberrant immune response that targets the body’s own tissues, resulting in chronic inflammation and organ damage. Recently, macrophage-derived exosomes (M-Exos), nanoscale vesicles that transport bioactive molecules, have gained recognition as significant mediators of immune regulation and disease progression. These exosomes possess the unique ability to traverse physiological barriers while reflecting the functional states of their originating cells. Consequently, M-Exos exert influence over various immune cell populations, including macrophages, T cells, B cells, and dendritic cells. The distinct profiles of M1- versus M2-derived exosomes illuminate their differing roles in immune activation and resolution. This review compiles current evidence regarding the involvement of M-Exos in autoimmune disorders such as rheumatoid arthritis and systemic lupus erythematosus, emphasizing their potential as both biomarkers and therapeutic agents. By integrating recent advancements and identifying outstanding questions, we propose a framework for employing M-Exos in diagnosis, prognosis, and personalized treatment strategies.</p>