Immunoglobulin A nephropathy (IgAN) is the most common primary glomerulonephritis worldwide. The clinical relevance of 11 urinary exosomal microRNAs (miRNAs) was evaluated in patients with IgAN. From January 2009 to November 2018, IgAN (n = 93), disease control (n = 11), and normal control (n = 19) groups were enrolled. We evaluated the expression levels of urinary exosomal miRNAs at the baseline and their relationship with clinical and pathologic features. This study aimed to discriminate statistically powerful urinary exosomal miRNAs for the prognosis of IgAN. Urinary miRNA levels of miR-16-5p, miR-29a-3p, miR-124-3p, miR-126-3p, miR-199a-3p, miR-199b-5p, and miR-335-3p showed significant correlation with both estimated glomerular filtration rate (eGFR) and urine protein-to-creatinine ratio (uPCR). In univariate regression analysis, age, body mass index, hypertension, eGFR, uPCR, Oxford classification E, and three miRNAs (miR-16-5p, miR-199a-3p, and miR-335-3p) were associated with disease progression in patients with IgAN. The area under the curve (AUC) of miR-199a-3p was high enough (0.749) without any other clinical or pathologic factors, considering that the AUC of the International IgAN Risk Prediction Tool was 0.853. Urinary exosomal miRNAs may serve as alternative prognostic biomarkers of IgAN with further research.