Pseudo-splines are a rich family of functions that allows the user to meet various demands for balancing polynomial reproduction (i.e., approximation power), regularity and support size. Such a family includes, as special members, B-spline functions, universally known for their usefulness in different fields of application. When replacing polynomial reproduction by exponential polynomial reproduction, a new family of functions is obtained. This new family is here constructed and called the family of exponential pseudo-splines. It is the nonstationary counterpart of (polynomial) pseudo-splines and includes exponential B-splines as a special subclass. In this work we provide a computational strategy for deriving the explicit expression of the Laurent polynomial sequence that identifies the family of exponential pseudo-spline nonstationary subdivision schemes. For this family we study its symmetry properties and perform its convergence and regularity analysis. Finally, we also show that the family of primal exponential pseudo-splines fills in the gap between exponential B-splines and interpolatory cardinal functions. This extends the analogous property of primal pseudo-spline stationary subdivision schemes.