Multiple myeloma (MM) is the second most common hematologic neoplasms and an appropriate in vivo environment for myeloma cells has potential implications for initiation, progression, and metastasis of MM. Exosomes, entities carrying microRNAs (miRNAs) to target locations, participate in the cross-talk between myeloma cells and nonmalignant components of the in vivo environment. This study disclosed the emerging roles of circulating exosome-associated miRNAs in drug resistance (DR) of MM. To this end, the medical records of consecutively hospitalized MM patients, who received novel agents-based therapies, were analyzed. Then, an optimized procedure was established for exosome isolation and exosomal RNA analysis. The exosome-associated miRNA expression patterns for predicting bortezomib (Bz) resistance of MM were further examined using a microarray. In total, 204 patients were enrolled with DR rates of 36.5%, 73.1% and 81.8% in the bortezomib (Bz), thalidomide and lenalidomide containing groups. The serum total light chain ratio ≥ 100, CRP ≥ 20 mg/L, and the second-line usage increased risks of acquired Bz-resistance. Among 68 cases having genetic tests, a high risk factor for predicting de novo DR was 1q21 amplification, which also correlated with lower levels of cholesterol and LDL-C. Moreover, nano-sized exosomes were isolated with significantly increasing internal RNAs and down-regulation of exosomal miR-16-5p, miR-15a-5p and miR-20a-5p, miR-17-5p was revealed in the patients resistant to Bz. The routine workup of MM hardly suggested a value for DR prediction. The circulating exosomes carrying miRNAs provided a window that permits a better understanding of the in vivo intercellular crosstalk in MM patients.