Scientist have been facing numerous challenges in the development of an effective therapeutic strategy for the treatment of COVID-19 pneumonia. Several studies have suggested that improving patient immunity and reducing lung injury induced by COVID -19 could be effective in treating the patients with COVID-19. Our clinical study, involving a small sample size of seven patients demonstrated that nebulization mesenchymal stem cell (MSCs)-derived exosomes is a novel method that could be utilized in the treatment of COVID-19 pneumonia. Nebulization of MSC-derived exosomes did not induce acute allergic and secondary allergic reactions. It could promote the absorption of pulmonary lesions, and reduce the time of hospitalization for minor cases of COVID-19 pneumonia. Nebulization of MSC-derived exosomes is a safe, effective, and simple method. Nebulization of MSC-derived exosomes from the beginning of the treatment could be more beneficial to the patients.