Human brain microvascular endothelial cells (HBMECs), the major cell type in the blood-brain barrier (BBB), play a key role in maintaining brain homeostasis. However, their role in the BBB innate immunity against HIV invasion of the central nervous system (CNS) remains to be determined. Our early work showed that TLR3 signaling of HBMECs could produce the antiviral factors that inhibit HIV replication in macrophages. The present study examined whether exosomes from TLR3-activated HBMECs mediate the intercellular transfer of antiviral factors to macrophages. Primary human macrophages could take up exosomes from TLR3-activated HBMECs. HBMECs-derived exosomes contained multiple antiviral factors, including several key IFN-stimulated genes (ISGs; ISG15, ISG56, and Mx2) at mRNA and protein levels. The depletion of exosomes from TLR3-activated HBMECs culture supernatant diminished HBMECs-mediated anti-HIV activity in macrophages. In conclusion, we demonstrate that exosomes shed by HBMECs are able to transport the antiviral molecules to macrophages. This finding suggests the possibility that HIV nonpermissive BBB cells (HBMECs) can help to restore the antiviral state in HIV-infected macrophages, which may be a defense mechanism against HIV neuroinvasion.