Monocyte-derived myeloid cells play vital roles in inflammation-related autoimmune/inflammatory diseases and cancers. Here, we report that exosomes can deliver anti-inflammatory agents, such as curcumin, to activated myeloid cells in vivo. This technology provides a means for anti-inflammatory drugs, such as curcumin, to target the inflammatory cells as well as to overcome unwanted off-target effects that limit their utility. Using exosomes as a delivery vehicle, we provide evidence that curcumin delivered by exosomes is more stable and more highly concentrated in the blood. We show that the target specificity is determined by exosomes, and the improvement of curcumin activity is achieved by directing curcumin to inflammatory cells associated with therapeutic, but not toxic, effects. Furthermore, we validate the therapeutic relevance of this technique in a lipopolysaccharide (LPS)-induced septic shock mouse model. We further show that exosomes, but not lipid alone, are required for the enhanced anti-inflammatory activity of curcumin. The specificity of using exosomes as a drug carrier creates opportunities for treatments of many inflammation-related diseases without significant side effects due to innocent bystander or off-target effects.