Innervation and extracellular vesicle secretion co-exist in the local tissue microenvironment for message transfer, but whether they are interconnected to regulate organ homeostasis remains unknown. Sympatho-adrenergic activation is implicated in stress-induced depression and leads to bone loss, but the mechanisms and therapeutics are incompletely elucidated. Here, it is revealed that sympathetic neurostress through the β1/2 -adrenergic receptor (β1/2-AR) signaling triggers the transcription response of a microRNA, miR-21, in osteoblasts, which is transferred to osteoclast progenitors via exosomes for dictating osteoclastogenesis. After confirming that miR-21 deficiency retards the β1/2-AR agonist isoproterenol (ISO)-induced osteopenia, it is shown that the pharmacological inhibition of exosome release by two clinically-relevant drugs, dimethyl amiloride and omeprazole, suppresses osteoblastic miR-21 transfer and ameliorates bone loss under both ISO and chronic variable stress (CVS)-induced depression conditions. A targeted delivery approach to specifically silence osteoblastic miR-21 is further applied, which is effective in rescuing the bone remodeling balance and ameliorating ISO- and CVS-induced osteopenias. These results decipher a previously unrecognized paradigm that neural cues drive exosomal microRNA communication to regulate organ homeostasis and help to establish feasible strategies to counteract bone loss under psychological stresses.© 2021 Wiley-VCH GmbH.