Exosomes are small membranous microvesicles (40–100 nm in diameter) and are extracellularly released from a wide variety of cells. Exosomes contain microRNA, mRNA, and cellular proteins, which are delivered into recipient cells via these exosomes, and play a role in intercellular communication. In bovine leukemia virus (BLV) infection of cattle, although it is thought to be a minor route of infection, BLV can be transmitted to calves via milk. Here, we investigated the association between exosomes and BLV in bovine milk. BLV structural proteins, gp51 (Env) and p24 (Gag), were detected in bovine milk exosomes from BLV-infected cattle by Western blot analysis. In cells inoculated with these milk exosomes, BLV DNA was not detected during three serial passages by nested PCR. Purification of exosomes from persistently BLV-infected cells was achieved by immuno-magnetic separation using an antibody against exosomes coupled to magnetic beads. Consistently, BLV gp51 and p24 proteins were detected in purified exosomes. Moreover, reverse transcriptase activity was observed in purified exosomes, meaning that exosomes also contain viral enzyme. However, BLV DNA was not detected in serially passaged cells after inoculation of purified exosomes, indicating that exosomes carrying BLV proteins appeared to be not infectious. These results suggest that BLV proteins are released with milk exosomes and could be transferred into recipient cells of calves via milk exosomes as an alternative route not requiring virus infection. Moreover it is also possible that bovine milk exosomes play a role in clearance of BLV proteins from infected cells.