Fine dust causes various disorders, including cardiovascular, neurological, renal, reproductive, motor, systemic, respiratory, and cancerous diseases. Therefore, it is essential to study functional materials to prevent these issues. This study investigated the beneficial effects of erucic acid against fine dust using methods such as miRNA profiling, quantitative PCR, flow cytometry, ELISA, and Alizarin O staining. Erucic acid effectively suppresses inflammation and upregulates osteogenic activators in fibroblasts exposed to fine dust. Additionally, erucic acid-induced exosomes (EIEs) strongly counteract the negative effects of fine dust on osteocytic differentiation and inflammation. Despite fine dust exposure, EIEs promoted osteocytic differentiation in adipose-derived stem cells (ASCs) and enhanced osteogenesis and phagocytosis in macrophages. The significant upregulation of RunX2 and BMP7 by EIEs indicates its strong role in osteocytic differentiation and protection against the effects of fine dust. EIEs also boosts immune activity and acts as an osteogenic trigger for macrophages. MicroRNA profiling revealed that EIEs dramatically upregulated miRNAs, including hsa-miRNA-1301-3p, hsa-miRNA-1908-5p, hsa-miRNA-423-5p, and hsa-miRNA-122-5p, which are associated with osteogenic differentiation and immunity. Therefore, EIEs show potential as biomaterials to prevent environment-borne diseases.