Tissue engineering scaffolds are essential for repairing bone defects. The use of biomimetic scaffolds for bone tissue engineering has been investigated for decades. To date, the trend in this area has been moved toward the construction of biomimetic acellular scaffolds with effective modification to enhance the osteogenic differentiation efficiency of bone marrow mesenchymal stem cells (BMSCs). The exosomes derived from BMSCs have been shown as a potential therapeutic tool for repairing bone defects. In this study, we demonstrated the pro-osteogenic effects of exosomes derived form osteogenic differentiated BMSCs (OBMSC) and presented a novel exosmes-functionalized decellularized fish scale (DE-FS) scaffold for promoting bone regeneration in vivo. The DE-FS scaffolds were obtained through decellularization and decalcification processes, which exhibited high biocompatibility and low immunological rejection. The intrinsic anisotropic structures of DE-FS could enhance the adhesion and proliferation ability of BMSCs in vitro. In addition, we demonstrated that the porous structure of DE-FS endowed them with the capacity to load and release exosomes to BMSCs, resulting in the enhanced osteogenic differentiation of BMSCs. Concerning these pro-osteogenic effects, it was further proved that OBMSC exosome-modified DE-FS scaffolds could effectively promote bone regeneration in the mouse calvarial defect models. In conclusion, our work provided a new insight to design exosome-riched biomimetic scaffolds for bone tissue engineering and clinical applications.