Despite the unprecedented advancement of cancer treatment, the prognosis for patients with metastatic stage of cancer remains poor. The challenge that underlines this clinical dilemma is the complexity of metastasis. The conventional experiment-driven discovery approaches (the “wet lab”) yield overly simplified one-to-one mechanistic relationships that are inept of elucidating the complexity of metastasis. Metastasis research also suffers from the knowledge and skill deficiency of the individual investigators. The importance of the present study is the demonstration that the “dry-lab-driven discovery and wet-lab validation” approach can improve the efficiency of studying complex biological behaviors, and can yield more reliable, objective and comprehensive mechanistic findings that are have clinical significance. Specifically, we applied this approach to study the mechanisms that underline the involvement of exosomal miRNAs in transferring the metastatic capability between heterogenous melanoma cancer cells. We show that the highly metastatic melanoma tumor cells (POL) can transfer their metastatic competency to the low-metastatic melanoma tumor cells (OL) by exosomal miR-211-5p. The oncogenic activity of miR-211-5p is mediated by the target gene guanine nucleotide-binding protein subunit alpha-15 (GNA15) through modifying the immune function of the tumor microenvironment extrinsically; as well as through inhibiting pyroptosis and augmenting glycolysis within OL cells intrinsically. In addition, we show that exosomal sorting of miR-211-5p is like selective and is subjected to regulation by a transcriptional feedback loop between miR-211-5p and zinc finger FYVE-type containing 26 (ZFYVE26). Furthermore, the “8-genes pyroptosis Risk model” derived from LASSO regression analysis was verified as an independent prognostic factor for melanoma.