Oxidative stress damage is known to be a major factor leading to many diseases. Mesenchymal stem cell-derived exosomes (MSC-exos) are enriched with various proteins, lipids, coding RNAs and non-coding RNAs, and alleviate oxidative stress damage and stimulate the regeneration response of damaged tissues and cells. MSC-exos hold a great potential for the treatment of diseases caused by oxidative stress. In this review, we summarized the research progress of MSC-exos in cardiovascular injury, lung injury, kidney injury and liver cell injury caused by oxidative stress.