Extracellular vesicles such as exosomes in eukaryotes have drawn scrutiny due to their various roles in intercellular communication. Small RNAs, including microRNAs (miRNAs), are more abundant among the cargo of exosomes than other RNA types. MiRNAs loaded in secreted exosomes (or extracellular microRNAs) can be transported to recipient cells and may play a regulatory role although the miRNA loading (or sorting) mechanism in exosomes has not been clearly elucidated. Therefore, this study analyzed exosomal miRNA sequencing data from human myeloid U937 cells treated with phorbol 12-myristate 13-acetate (PMA) and compared it with data from PMA-untreated U937 cells. MiR-24 was highly expressed in the cytoplasm and exosomes of PMA-treated U937 cells. Also, miRNA pull-down and mass spectrophotometry analysis of PMA-treated U937 cells revealed that miR-24 was specifically associated with α-tubulin and hnRNP-E1 proteins. Furthermore, exosomal miR-24 was dramatically reduced when those proteins were inactivated with siRNAs, whereas cellular miR-24 showed no significant effect. We conclude that miR-24 is transported into exosomes from activated macrophages with the support of α-tubulin and hnRNP-E1.