Background. Interferon alfa (IFN-alpha) has been proved effective in treating chronic hepatitis B (CHB), owing to its ability to suppress hepatitis B surface antigen and hepatitis B virus (HBV) covalently closed circular DNA. However, the underlying mechanisms are unclear. Methods. We investigated the antiviral activities of exosomes from responders and nonresponders to pegylated IFN-alpha (PegIFN-alpha) as well as the supernatants of IFN-alpha-treated macrophages derived from THP-1 (the human leukemia monocyte cell line). Then the expression profiles of exosomal microRNAs (miRNAs) were analyzed using miRNA sequencing. The luciferase reporter assay was used to locate the binding position of HBV genomic sequence targeted by the identified miRNA. Results. Exosomes from PegIFN-alpha-treated patients, particularly responders, as well as the supernatants of IFN-alpha-treated macrophages exhibited anti-HBV activities, as manifested by the suppression of hepatitis B surface antigen, hepatitis B e antigen, HBV DNA, and covalently closed circular DNA levels in HBV-related cell lines. PegIFN-alpha treatment up-regulated exosomal hsa-miR-193a-5p, hsa-miR-25-5p, and hsa-miR-574-5p, which could partially inhibit HBV replication and transcription, and hsa-miR-574-5p reduced pregenomic RNA and polymerase messenger RNA levels by binding to the 2750-2757 position of the HBV genomic sequence. Conclusions. Exosomes can transfer IFN-alpha-related miRNAs from macrophages to HBV-infected hepatocytes, and they exhibit antiviral activities against HBV replication and expression.