Exosomes are naturally occurring nanosized vesicles that have attracted considerable attention as drug delivery vehicles in the past few years. Exosomes are comprised of natural lipid bilayers with the abundance of adhesive proteins that readily interact with cellular membranes. We posit that exosomes secreted by monocytes and macrophages can provide an unprecedented opportunity to avoid entrapment in mononuclear phagocytes (as a part of the host immune system), and at the same time enhance delivery of incorporated drugs to target cells ultimately increasing drug therapeutic efficacy. In light of this, we developed a new exosomal-based delivery system for a potent antioxidant, catalase, to treat Parkinson's disease (PD). Catalase was loaded into exosomes ex vivo using different methods: the incubation at room temperature, permeabilization with saponin, freeze–thaw cycles, sonication, or extrusion. The size of the obtained catalase-loaded exosomes (exoCAT) was in the range of 100–200 nm. A reformation of exosomes upon sonication and extrusion, or permeabilization with saponin resulted in high loading efficiency, sustained release, and catalase preservation against proteases degradation. Exosomes were readily taken up by neuronal cells in vitro. A considerable amount of exosomes was detected in PD mouse brain following intranasal administration. ExoCAT provided significant neuroprotective effects in in vitro and in vivo models of PD. Overall, exosome-based catalase formulations have a potential to be a versatile strategy to treat inflammatory and neurodegenerative disorders.