Carbonated hydroxyapatite (CHA) nanoparticles are widely recognized for their biocompatibility and structural similarity to bone mineral, making them ideal candidates for biomedical applications. Exosomes, small extracellular vesicles involved in intercellular communication, offer promising potential for therapeutic applications due to their ability to deliver bioactive and immunomodulating molecules to target cells. Integrating exosomes with CHA nanoparticles can enhance their biofunctionality, but efficient and stable binding methods are crucial for developing effective biomaterials for immunomodulation. This study aims to compare the efficacy of two exosome binding strategies—adsorption and covalent conjugation—on CHA nanoparticles. The evaluation focuses on particle size, surface charge, binding efficiency, and biocompatibility. The CHA nanoparticles were functionalized using physical adsorption and chemical covalent conjugation through APTES polymerization. Zeta potential, hydrodynamic size, polydispersity index (PDI), and MTT assay with RAW264.7 cells were conducted to characterize the functionalized nanoparticles. Exosome binding efficiency was assessed with Bradford reagent, and the ninhydrin assay was used to validate the presence of conjugated amine groups. Both adsorption and covalent conjugation resulted in high exosome binding efficiency. Covalent conjugation caused a significant increase in particle size compared to adsorption, along with a more unstable PDI and altered surface charge. Cell viability assays demonstrated reduced cellular viability of functionalized CHA with exosomes, despite maintaining high biocompatibility for all samples. Both adsorption and covalent conjugation are effective methods for binding exosomes to CHA nanoparticles.