Bone implant outcome and bone regeneration properties can be improved by the immunomodulation of exosomes (Exos) derived from bone marrow mesenchymal stem cells (BMSCs), which contain cytokines, signaling lipids, and regulatory miRNAs. Analysis of miRNAs in BMSCs-derived exosomes showed that miR-21a-5p exhibited the highest expression and was associated with the NF-κB pathway. Hence, we developed an implant with miR-21a-5p functionality to promote bone incorporation by immunoregulation. Mediated by the potent interaction between tannic acid (TA) and biomacromolecules, the tannic acid modified mesoporous bioactive glass nanoparticles coated with miR-21a-5p (miR-21a-5p@T-MBGNs) were reversibly attached to TA-modified polyetheretherketone (T-PEEK). Cocultured cells could phagocytose miR-21a-5p@T-MBGNs slowly released from miR-21a-5p@T-MBGNs loaded T-PEEK (miMT-PEEK). Moreover, miMT-PEEK boosted macrophage M2 polarization via the NF-κB pathway to increase BMSCs osteogenic differentiation. In vivo testing of miMT-PEEK in the rat air-pouch model and rat femoral drilling model indicated effective macrophage M2 polarization, new bone formation, and excellent osseointegration. Overall, the osteoimmunomodulation of the miR-21a-5p@T-MBGNs-functionalized implant promoted osteogenesis and osseointegration.