A burn is a type of injury to the skin or other tissues caused by heat, chemicals, electricity, sunlight, or radiation. Burn injuries have been proven to have the potential for long-term detrimental effects on the human body. The conventional therapeutic approaches are not able to effectively and easily heal these burn wounds completely. The main potential drawbacks of these treatments include hypertrophic scarring, contracture, infection, necrosis, allergic reactions, prolonged healing times, and unsatisfactory cosmetic results. The existence of these drawbacks and limitations in current treatment approaches necessitates the need to search for and develop better, more efficient therapies. The regenerative potential of microRNAs (miRNAs) and the exosomal miRNAs derived from various cell types, especially stem cells, offer advantages that outweigh traditional burn wound healing treatment procedures. The use of multiple types of stem cells is gaining interest due to their improved healing efficiency for various applications. Stem cells have several key distinguishing characteristics, including the ability to promote more effective and rapid healing of burn wounds, reduced inflammation levels at the wound site, and less scar tissue formation and fibrosis. In this review, we have discussed the stages of wound healing, the role of exosomes and miRNAs in improving thermal-induced wounds, and the impact of miRNAs in preventing the formation of hypertrophic scars. Research studies, pre-clinical and clinical, on the use of different cell-derived exosomal miRNAs and miRNAs for the treatment of thermal burns have been documented from the year 2000 up to the current time. Studies show that the use of different cell-derived exosomal miRNAs and miRNAs can improve the healing of burn wounds. The migration of exosomal miRNAs to the site of a wound leads to inhibition of apoptosis, induction of autophagy, re-epithelialization, granulation, regeneration of skin appendages, and angiogenesis. In conclusion, this study underscores the importance of integrating miRNA and exosome research into treatment strategies for burn injuries, paving the way for novel therapeutic approaches that could significantly improve patient outcomes and recovery times.