Introduction: Sepsis is a syndrome characterized by high morbidity and mortality rates. One of its most severe complications is acute lung injury, which exhibits a multitude of clinical and biological features, including macrophage pyroptosis. This study investigates the regulatory effects of exosomes derived from Bone Marrow-Derived Mesenchymal Stem Cells (BMSCs) on sepsis-associated acute lung injury (ALI) and explores the potential mechanisms mediated by exosomal miRNAs.Methods: Exosomes were isolated from primary BMSCs of adult C57BL/6J mice using differential centrifugation. Their uptake and distribution in both in vitro and in vivo contexts were validated. Key sepsis-associated hub gene signal transducer and activator of transcription 3 (STAT3) and its upstream non-coding miR-125b-5p were elucidated through a combination of bioinformatics, machine learning, and miRNA sequencing. Subsequently, the therapeutic potential of BMSC-derived exosomes in alleviating sepsis-induced acute lung injury was substantiated. Moreover, the functionalities of miR-125b-5p and STAT3 were corroborated through miR-125b-5p inhibitor and STAT3 agonist interventions, employing gain and loss-of-function strategies both in vitro and in vivo. Finally, a dual-luciferase reporter assay reaffirmed the interaction between miR-125b-5p and STAT3.Results: We isolated exosomes from primary BMSCs and confirmed their accumulation in the mouse lung as well as their uptake by macrophages in vitro. This study identified the pivotal sepsis-associated hub gene STAT3 and demonstrated that exosomes derived from BMSCs can target STAT3, thereby inhibiting macrophage pyroptosis. MiR-125b-5p inhibition experiments showed that exosomes mitigate macrophage pyroptosis and lung injury by delivering miR-125b-5p. STAT3 overexpression experiments validated that miR-125b-5p reduces macrophage pyroptosis and lung injury by suppressing STAT3. Furthermore, a dual-luciferase reporter assay confirmed the binding interaction between miR-125b-5p and STAT3.Conclusion: Exosomes derived from BMSCs, serving as carriers for delivering miR-125b-5p, can downregulate STAT3, thereby inhibiting macrophage pyroptosis and alleviating sepsis-associated ALI. These significant findings provide valuable insights into the potential development of ALI therapies centred around exosomes derived from BMSC.