Extracellular vesicles (EVs) are crucial for intercellular communication and affect various physiological and pathological processes. Although terrestrial EVs have been extensively studied, marine-derived EVs have yet to be explored. This study investigated the therapeutic potential of sea cucumbers, known for their regenerative and immune abilities. Sea cucumber extracellular matrix (ECM)-anchored EVs (SEVs) were isolated and characterized using physical and electrophoretic analyses. Morphological assessments have shown that SEVs have shape and size distributions similar to mammalian EVs. Internal cargo analysis revealed the encapsulation of diverse proteins and genetic molecules. In anti-inflammatory tests with a lipopolysaccharide (LPS)-induced macrophage model, the results have shown that SEVs can alleviate inflammation factors regarding inducible nitric oxide synthase (iNOS) protein and immune-related mRNA expression. Microarray analysis was conducted to elucidate SEV's pharmacological efficacy and anti-inflammatory mechanisms, showing that SEVs inhibit the nucleotide-binding oligomerization domain (NOD)-like receptor (NLR) signaling pathway. An in vivo study using a mouse model of atopic dermatitis (AD) induced by 2,4-dinitrochlorobenzene (DNCB) involved subcutaneous SEV administration, followed by severity scoring and histological analyses. Therapeutic efficacy analysis indicated improvements in the AD mouse models, including reduced skin thickness and mast cell numbers. These findings indicate their potential for treating AD. This study highlights the potential clinical applications of marine-derived EVs and offers important implications for future research and therapeutic developments.