Dermatomyositis and polymyositis (DM/PM) are systemic autoimmune diseases characterized by proximal muscle weakness. The underlying pathogenetic mechanism of this disease remains under-researched. Here, using proteomics analysis, a great overlap of differentially expressed plasma exosomal proteins involved in the complement and coagulation cascade pathway, including FGA, FGB, FGG, C1QB, C1QC, and VWF, was identified in DM/PM patients versus healthy controls. Correlation analysis showed that the expression levels of complement-associated proteins (C1QB and C1QC) correlated positively with CRP, ESR, and platelet count. ROC curve analysis demonstrated that complement and coagulation cascade-associated proteins could be strong predictors for DM/PM. In addition, we also identified several other proteins that were differentially expressed in DM and PM. The selected candidate proteins were further validated by parallel reaction monitoring (PRM) and enzyme-linked immunosorbent assay (ELISA). Together, our findings indicate that these exosome-derived proteins might participate in microvascular damage in DM/PM through the activation of the complement and coagulation cascade pathway and function as biomarkers for the clinical diagnosis of DM/PM.