The diabetic kidney disease (DKD) is chronic kidney disease caused by diabetes and one of the most common comorbidities. It is often more difficult to treat end-stage renal disease once it develops because of its complex metabolic disorders, so early prevention and treatment are important. However, currently available DKD therapies are not ideal, and novel therapeutic strategies are urgently needed. The potential of stem cell therapies partly depends on their ability to secrete exosomes. More and more studies have shown that stem cell-derived exosomes take part in the DKD pathophysiological process, which may offer an effective therapy for DKD treatment. Herein, we mainly review potential therapies of stem cell-derived exosomes mainly stem cell-derived exosomal microRNAs in DKD, including their protective effects on mesangial cells, podocytes and renal tubular epithelial cells. Using this secretome as possible therapeutic drugs without potential carcinogenicity should be the focus of further research.