Exosomes are secreted small vesicles that mediate various biological processes, such as tumorigenesis and immune response. However, whether the inflammasome signaling leads to the change of constituent of exosomes and its roles in immune response remains to be determined. We isolated the exosomes from macrophages with treatment of mock, endotoxin, or endotoxin/nigericin. A label-free quantification method by MS/MS was used to identify the components of exosomes. In total, 2331 proteins were identified and 513 proteins were exclusively detected in exosomes with endotoxin and nigericin treatment. The differentially expressed proteins were classified by Gene Ontology and KEGG pathways. The immune response-related proteins and signaling pathways were specifically enriched in inflammasome-derived exosomes. Moreover, we treated macrophages with the exosomes from different stimulation. We found that inflammasome-derived exosomes directly activate NF-κB signaling pathway, while the control or endotoxin-derived exosomes have no effect. The inflammatory signaling was amplified in neighbor cells in an exosome-dependent way. The inflammasome-derived exosomes might be used to augment the immune response in disease treatment, and preventing the transfer of these exosomes might ameliorate autoimmune diseases.