Wound healing is a complicated biological process that leads to the regeneration of damaged skin tissue. Determining the methods to promote wound healing has become a hot topic in medical cosmetology and tissue repair research. Mesenchymal stem cells (MSCs) are a group of stem cells with the potential of self-renewal and multi-differentiation. MSCs transplantation has a broad application prospect in wound healing therapy. Many studies have demonstrated that the therapeutic capacity of MSCs is mainly mediated by paracrine actions. Exosomes (EXOs), which are nanosized vesicles carrying a variety of nucleic acids, proteins and lipids, are an important component of paracrine secretion. It has been demonstrated that exosomal microRNAs (EXO-miRNAs) play a key role in the function of exosomes. In this review, we focus on current research on miRNAs from MSC-derived exosomes (MSC-EXO miRNAs) in terms of sorting, releasing and function and their effects on inflammation regulation, epidermal cell function, fibroblast function, and extracellular matrix formation. At last, we discuss the current attempts to improve the treatment of MSC-EXO-miRNAs. Many studies have demonstrated that MSC-EXO miRNAs play a key role in promoting wound healing. They have been shown to regulate inflammation response, enhance epidermal cell proliferation and migration, stimulate fibroblast proliferation and collagen synthesis, and regulate extracellular matrix formation. Besides, there have been a number of strategies developed to promote MSC-EXO and MSC-EXO miRNAs for wound healing treatment. Utilizing the association of exosomes from MSCs with miRNAs may be a promising strategy to promote trauma healing. MSC-EXO miRNAs may provide a new approach to promote wound healing and improve the quality of life for patients with skin injuries.