Osteoporosis is a systemic skeletal disease characterized by low bone mass and micro-architectural deterioration of bone tissue, with a consequent increase in bone fragility and fracture susceptibility. In an aged society with increased life expectancy, the incidence rate of osteoporosis is also rapidly increasing. Inadequate nutrition may negatively influence bone metabolism. Recently, many studies have investigated the functionality of milk-derived exosomes, which play important roles in cell-to-cell communication. However, there are few reports of how milk-derived exosomes influence osteoblast proliferation and differentiation. Here, we determined whether bovine colostrum-derived exosomes promote anti-osteoporosis in vitro and in vivo. Tartrate-resistant acid phosphatase-stained cells were significantly inhibited in Raw264.7 cells treated with exosomes, indicating reduced osteoclast differentiation. We induced osteoporosis in mice using glucocorticoid pellets after orally administering exosomes for 2 mo. Interestingly, the bone mineral density of exosome-fed mouse groups was significantly improved compared with the glucocorticoid-induced osteoporosis group without exosome treatment. In addition, Lactobacillus were decreased in the gut microbiota community of osteoporosis-induced mice, but the gut microbiota community composition was effectively restored by exosome intake. Taken together, we propose that exosomes isolated from bovine colostrum could be a potential candidate for osteoporosis prevention, bone remodeling improvement, and inhibition of bone resorption. To our knowledge, this is the first time that a protective effect of milk exosomes against osteoporosis has been demonstrated in vivo. Our results strongly suggest that bovine colostrum exosomes might be used as a prophylaxis to prevent the onset of osteoporosis. Indeed, our results offer promising alternative strategies in the nutritional management of age-related bone complications.