microRNAs (miRNAs) can be used as biomarkers for acute myocardial infarction (AMI). However, few reports have focused on the value of exosomal miRNAs in the mechanism of the pathophysiological process from stable coronary artery disease (SCAD) to AMI. Exosomes were isolated via ultracentrifugation after serum samples were collected. The exosomes were then identified by transmission electron microscopy, western blotting, and nanoparticle tracking analysis. The differential expression of miRNAs in exosomes from six AMI and six matching SCAD patients was screened using the Agilent Human miRNA Microarray Kit. Target genes of the candidate miRNAs were predicted via an online miRNA database, Gene Ontology, and Kyoto Encyclopedia of Genes and Genomes analyses. Further validation was conducted through quantitative real‐time polymerase chain reaction with 60 exosome samples. The expression of 13 miRNAs was significantly downregulated in the AMI samples compared with the SCAD samples. In addition, we identified various target genes that are mainly involved in the pathways of cardiac rehabilitation and remodelling. Validation of the expression of candidate miRNAs indicated that exosomal miR‐1915‐3p, miR‐4,507, and miR‐3,656 were significantly less expressed in AMI samples than in SCAD samples, and area under the receiver‐operating‐characteristic curve (AUC) analysis showed that the expression of these miRNAs resulted in good predictive accuracy [miR‐1915‐3p (AUC: 0.772); miR‐4,507 (AUC: 0.684); and miR‐3,656 (AUC: 0.771)], suggesting that these serum exosomal miRNAs might be predictive for AMI at an early stage. Hence, exosomal miRNAs might play an important role in the pathophysiology of AMI and could serve as diagnostic biomarkers.