String and M-theory contain a family of branes forming U -duality multiplets. In particular, standard branes with codimension higher than or equal to two, can be explicitly found as supergravity solutions. However, whether domain-wall branes and space-filling branes can be found as supergravity solutions is still unclear. In this paper, we firstly provide a full list of exotic branes in type II string theory or M-theory compactified to three or higher dimensions. We show how to systematically obtain backgrounds of exotic domain-wall branes and space-filling branes as solutions of the double field theory or the exceptional field theory. Such solutions explicitly depend on the winding coordinates and cannot be given as solutions of the conventional supergravity theories. However, as the domain-wall solutions depend linearly on the winding coordinates, we describe them as solutions of deformed supergravities such as the Romans massive IIA supergravity or lower-dimensional gauged supergravities. We establish explicit relations among the domain-wall branes, the mixed-symmetry potentials, the locally non-geometric fluxes, and deformed supergravities. *