Although advances in protein assembly preparation have provided a new platform for drug delivery during tissue engineering, achieving long-term controlled exosome delivery remains a significant challenge. Diffusion-dominated exosome release using protein hydrogels results in burst release of exosomes. Here, a fibroin-based cryo-sponge was developed to provide controlled exosome release. Fibroin chains can self-assemble into silk I structures under ice-cold conditions when annealed above the glass transition temperature. Exosome release is enzyme-responsive, with rates primarily determined by enzymatic degradation of the scaffolds. In vivo experiments have demonstrated that exosomes remain in undigested sponge material for two months, superior to their retention in fibrin glue, a commonly used biomaterial in clinical practice. Fibroin cryo-sponges were implanted subcutaneously in nude mice. The exosome-containing sponge group exhibited better neovascularization and tissue ingrowth effects, demonstrating the efficacy of this exosome-encapsulating strategy by realizing sustained release and maintaining exosome bioactivity. These silk fibroin cryo-sponges containing exosomes provide a new platform for future studies of exosome therapy.