Graft healing after anterior cruciate ligament reconstruction (ACLR) involves slow biological processes, and various types of biological modulations have been explored to promote tendon-to-bone integration. Exosomes have been extensively studied as a promising new cell-free strategy for tissue regeneration, but few studies have reported their potential in tendon-to-bone healing. In this study, a novel type of exosome derived from magnetically actuated (iron oxide nanoparticles (IONPs) combined with a magnetic field) bone mesenchymal stem cells (BMSCs) (IONP-Exos) was developed, and the primary purpose of this study was to determine whether IONP-Exos exert more significant effects on tendon-to-bone healing than normal BMSC-derived exosomes (BMSC-Exos). Here, we isolated and characterized the two types of exosomes, conducted in vitro experiments to measure their effects on fibroblasts (NIH3T3), and performed in vivo experiments to compare the effects on tendon-to-bone integration. Moreover, functional exploration of exosomal miRNAs was further performed by utilizing a series of gain- and loss-of-function experiments. Experimental results showed that both BMSC-Exos and IONP-Exos could be shuttled intercellularly into NIH3T3 fibroblasts and enhanced fibroblast activity, including proliferation, migration, and fibrogenesis. In vivo, we found that IONP-Exos significantly prevented peri-tunnel bone loss, promoted more osseous ingrowth into the tendon graft, increased fibrocartilage formation at the tendon-bone tunnel interface, and induced a higher maximum load to failure than BMSC-Exos. Furthermore, overexpression of miR-21-5p remarkably enhanced fibrogenesis in vitro, and SMAD7 was shown to be involved in the promotive effect of IONP-Exos on tendon-to-bone healing. Our findings may provide new insights into the regulatory roles of IONPs in IONP-Exos communication via stimulating exosomal miR-21-5p secretion and the SMAD7 signaling pathway in the fibrogenic process of tendon-to-bone integration. This work could provide a new strategy to promote tendon-to-bone healing for tissue engineering in the future.