Exosomal microRNAs (miRNAs) are potential biomarkers for a variety of tumors, but have not yet been studied in diffuse large B‐cell lymphoma (DLBCL). Here, we investigated the use of exosomal miRNAs in DLBCL diagnosis and prognosis. A total of 256 individuals, including 133 DLBCL patients, 94 healthy controls (HCs), and 29 non‐DLBCL concurrent controls (CCs), were enrolled. Exosomal miRNAs were profiled in the screening stage using microarray analysis, and miRNA candidates were confirmed in training, testing, and external testing stages using qRT‐PCR. Follow‐up information on the DLBCL patients was collected, and miRNAs were used to develop diagnostic and prognostic models for these patients. Five exosomal miRNAs (miR‐379‐5p, miR‐135a‐3p, miR‐4476, miR‐483‐3p, and miR‐451a) were differentially expressed between DLBCL patients and HCs with areas under the receiver operating characteristic curve (AUC) of 0.86, 0.90, and 0.86 for the training, testing, and external testing stages, respectively. Four exosomal miRNAs (miR‐379‐5p, miR‐135a‐3p, miR‐4476, and miR‐451a) were differentially expressed between patients with DLBCL and CCs, with an AUC of 0.78. One miRNA (miR‐451a) was significantly associated with both progression‐free survival (PFS) and overall survival (OS) of DLBCL patients, R analysis indicated the combination of miR‐451a with international prognostic index was a better predictor of PFS and OS for these patients. Our study suggests that subsets of circulating exosomal miRNAs can be useful noninvasive biomarkers for the diagnosis of DLBCL and that the use of circulating exosomal miRNAs improves the identification of patients with newly diagnosed DLBCL with poor outcomes.