Atherosclerosis is a complex pathological process involving macrophages, endothelial cells and vascular smooth muscle cells that can lead to ischemic heart disease; however, the mechanisms underlying cell‐to‐cell communication in atherosclerosis are poorly understood. In this study, we focused on the role of exosomal miRNAs in crosstalk between macrophages and endothelial cells and explored the rarely studied molecular mechanisms involved. Our in vitro result showed that macrophage‐derived exosomal miR‐4532 significantly disrupted human umbilical vein endothelial cells (HUVECs) function by targeting SP1 and downstream NF‐κB P65 activation. In turn, increased endothelin‐1 (ET‐1), intercellular cell adhesion molecule‐1 (ICAM‐1) and vascular cell adhesion molecule‐1 (VCAM‐1) and decreased endothelial nitric oxide synthase (eNOS) expression in HUVECs increased attraction of macrophages, exacerbating foam cell formation and transfer of exosomal miR‐4532 to HUVECs. MiR‐4532 overexpression significantly promoted endothelial injury and pretreatment with an inhibitor of miR‐4532 or GW4869 (exosome inhibitor) could reverse this injury. In conclusion, our data reveal that exosomes have a critical role in crosstalk between HUVECs and macrophages. Further, exosomal miR‐4532 transferred from macrophages to HUVECs and targeting specificity protein 1 (SP1) may be a novel therapeutic target in patients with atherosclerosis.