Microvascular dysfunction leads to multi-organ failure and mortality in sepsis. Our previous studies demonstrated that administration of exogenous endothelial progenitor cells (EPCs) confers protection in sepsis as evidenced by reduced vascular leakage, improved organ function, and increased survival. We hypothesize that EPCs protect the microvasculature through the exosomes-mediated transfer of microRNAs (miRNAs). Mice were rendered septic by cecal ligation and puncture (CLP), and EPC exosomes were administered intravenously at 4 hr after CLP. EPC exosomes treatment improved survival, suppressing lung and renal vascular leakage, and reducing liver and kidney dysfunction in septic mice. EPC exosomes attenuated sepsis-induced increases in plasma levels of cytokines and chemokine. Moreover, we determined miRNA contents of EPC exosomes with next-generation sequencing and found abundant miR-126-3p and 5p. We demonstrated that exosomal miR-126-5p and 3p suppressed LPS-induced high mobility group box 1 (HMGB1) and vascular cell adhesion molecule 1 (VCAM1) levels, respectively, in human microvascular endothelial cells (HMVECs). Inhibition of microRNA-126-5p and 3p through transfection with microRNA-126-5p and 3p inhibitors abrogated the beneficial effect of EPC exosomes. The inhibition of exosomal microRNA-126 failed to block LPS-induced increase in HMGB1 and VCAM1 protein levels in HMVECs and negated the protective effect of exosomes on sepsis survival. Thus, EPC exosomes prevent microvascular dysfunction and improve sepsis outcomes potentially through the delivery of miR-126.