Leukemic cells can impact the bone marrow niche to create a tumor‐favorable microenvironment using their secreted factors. Little knowledge is available about immunosuppressive and tumor‐promoting properties of chronic myeloid leukemia derived exosomes in bone marrow stromal components. We report here that K562‐derived exosomes can affect the gene expression, cytokine secretion, nitric oxide (NO) production, and redox potential of bone marrow mesenchymal stem cells (BM‐MSCs) and macrophages. Human BM‐MSCs and mouse macrophages were treated with K562‐derived exosomes. Our results demonstrated that the expression of the genes involved in hematopoietic developmental pathways and immune responses, including C‐X‐C motif chemokine 12 (Cxcl12), Dickkopf‐related protein 1 (DKK1), wnt5a, interleukin 6 (IL‐6), transforming growth factor‐beta, and tumor necrosis factor‐alpha (TNF‐alpha), changed with respect to time and exosome concentration in BM‐MSCs. The TNF‐alpha level was higher in exosome‐treated BM‐MSCs compared with the control. Exosome treatment of BM‐MSCs led to an increased production of NO and a decreased production of reactive oxygen species (ROS) in a time‐ and concentration‐dependent manner. We have shown that K562‐derived exosomes induce overexpression of IL‐10 and TNF‐alpha and downregulation of iNOS transcript levels in macrophages. The enzyme‐linked immunosorbent assay results showed that TNF‐alpha and IL‐10 secretions increased in macrophages. Treatment of macrophages with purified exosomes led to reduced NO and ROS levels. These results suggest that K562‐derived exosomes may alter the local bone marrow niche toward a leukemia‐reinforcing microenvironment. They can modulate the inflammatory molecules (TNF‐alpha and NO) and the redox potential of BM‐MSCs and macrophages and direct the polarization of macrophages toward tumor‐associated macrophages.