Skin wound healing is a multifaceted process involving a cascade of molecular and cellular procedures that occur in four different phases: (a) hemostasis, (b) inflammation, (c) proliferation, and (d) tissue remodeling. Prolonged wound healing in skin is still a major challenge in treatment of wounds. Mesenchymal stem cells (MSCs) accelerate cutaneous wound healing through their paracrine activity. Exosomes are one of the key secretory products of MSCs, mimicking the effects of parental MSCs in skin wound healing process. Exosomes are small membrane vesicles (30-150 nm in diameter) that originate from endosomal pathways and transport numerous biomolecules, including DNAs, messenger RNAs, microRNAs, lipids, and proteins. They can be taken up by target cells and release their contents to modulate the activity of recipient cells. Exosomes derived from mesenchymal stem cells (MSC-Exo) reduce inflammation, promote proliferation, inhibit apoptosis, and enhance angiogenesis in skin wound healing process. Therefore, exosomes are emerging as novel cell-cell communication mediators and have opened a novel viewpoint for developing cell-free therapies. This review aims to demonstrate the roles of exosomes in each step of skin wound healing through a comprehensive literature search.