Extracellular vesicles (EVs) shed from kidney mesenchymal stem cells (KMSCs) show protective effects against acute kidney injury and progressive kidney fibrosis via mRNA transfer. Previous studies report improvement of renal anemia following administration of genetically modified MSCs or peritoneal mesothelial cells that secrete erythropoietin (EPO). Here, we determined whether EPO-secreting KMSC-derived EVs (EPO⁽⁺⁾-EVs) can improve renal anemia in mouse models of chronic kidney disease (CKD). The mouse CKD and renal anemia model was induced by electrocoagulation of the right renal cortex and sequential left nephrectomy. At six weeks post-nephrectomy, we observed significantly lower hemoglobin (10.4 ± 0.2 vs. 13.2 ± 0.2 g/dL) and significantly higher blood urea nitrogen and serum creatinine levels in CKD mice relative to controls (60.5 ± 0.5 and 0.37 ± 0.09 mg/dL vs. 19.9 ± 0.5 and 0.12 ± 0.02 mg/dL, respectively). Genetically engineered EPO⁽⁺⁾–KMSCs secreted 71 IU/mL EPO/10⁶ cells/24 h in vitro, and EPO⁽⁺⁾–EVs isolated by differential ultracentrifugation expressed EPO mRNA and horizontally transferred EPO mRNA into target cells in vitro and in vivo. Furthermore, at two weeks post-injection of EPO⁽⁺⁾–KMSCs or EPO⁽⁺⁾-EVs into CKD mice with renal anemia, we observed significant increases in hemoglobin levels (11.7 ± 0.2 and 11.5 ± 0.2 vs. 10.1 ± 0.2 g/dL, respectively) and significantly lower serum creatinine levels at eight weeks in comparison to mice receiving vehicle control (0.30 ± 0.00 and 0.23 ± 0.03 vs. 0.43 ± 0.06 mg/dL, respectively). These results demonstrate that intraperitoneal administration of EPO⁽⁺⁾-EVs significantly increased hemoglobin levels and renal function in CKD mice, suggesting the efficacy of these genetically engineered EVs as a promising novel strategy for the treatment of renal anemia.