Mesenchymal stromal cells (MSCs) can effectively contribute to tissue regeneration inside the inflammatory microenvironment mostly through modulating immune responses. MSC-derived extracellular vesicles (MSC-EVs) display immunoregulatory functions similar to parent cells. Interactions between MSC-EVs and immune cells make them an ideal therapeutic candidate for infectious, inflammatory, and autoimmune diseases. These properties of MSC-EVs have encouraged researchers to perform extensive studies on multiple factors that mediate MSC-EVs immunomodulatory effects. Investigation of proteins involved in the complex interplay of MSC-EVs and immune cells may help us to better understand their functions. Here, we performed a comprehensive proteomic analysis of MSC-EVs that was previously reported by ExoCarta database. A total of 938 proteins were identified as MSC-EV proteome using quantitative proteomics techniques. Kyoto Encyclopedia of Genes and Genomes analysis demonstrates that ECM-receptor interaction, focal adhesion, and disease-specific pathways are enriched in MSC-EVs. By detail analysis of proteins presence in immune system process, we found that expression of some cytokines, chemokines, and chemokine receptors such as IL10, HGF, LIF, CCL2, VEGFC, and CCL20, which leads to migration of MSC-EVs to injured sites, suppression of inflammation and promotion of regeneration in inflammatory and autoimmune diseases. Also, some chemoattractant proteins such as CXCL2, CXCL8, CXCL16, DEFA1, HERC5, and IFITM2 were found in MSC-EV proteome. They may actively recruit immune cells to the proximity of MSC or MSC-EVs, may result in boosting immune response under specific circumstances, and may have protective role in infectious diseases. In this review, we summarize available information about immunomodulation of MSC-EVs with particular emphasis on their proteomics analysis.