Leukemia is a hematological malignancy that originates from hematopoietic stem cells in the bone marrow. Significant progress has made in understanding its pathogensis and in establishing chemotherapy and hematopoietic stem cell transplantation therapy (HSCT). However, while the successive development of new therapies, such as molecular-targeted therapy and immunotherapy, have resulted in remarkable advances, the fact remains that some patients still cannot be saved, and resistance to treatment and relapse are still problems that need to be solved in leukemia patients. The bone marrow (BM) niche is a microenvironment that includes hematopoietic stem cells and their supporting cells. Leukemia cells interact with bone marrow niches and modulate them, not only inducing molecular and functional changes but also switching to niches favored by leukemia cells. The latter are closely associated with leukemia progression, suppression of normal hematopoiesis, and chemotherapy resistance, which is precisely the area of ongoing study. Exosomes play an important role in cell-to-cell communication, not only with cells in close proximity but also with those more distant due to the nature of exosomal circulation via body fluids. In leukemia, exosomes play important roles in leukemogenesis, disease progression, and organ invasion, and their usefulness in the diagnosis and treatment of leukemia has recently been reported. The interaction between leukemia cell-derived exosomes and the BM microenvironment has received particular attention. Their interaction is believed to play a very important role; in addition to their diagnostic value, exosomes could serve as a marker for monitoring treatment efficacy and as an aid in overcoming drug resistance, among the many problems in leukemia patients that have yet to be overcome. In this paper, we will review bone marrow niches in leukemia, findings on leukemia-derived exosomes, and exosome-induced changes in bone marrow niches.