Chronic stress induces peripheral and intracerebral immune changes and inflammation, contributing to neuropathology and behavioral abnormalities relevant to psychiatric disorders such as depression. Although the pathological implication of many peripheral factors such as pro‐inflammatory cytokines, hormones, and macrophages has been demonstrated, the roles of circulating extracellular vesicles (EVs) for chronic stress mechanisms remain poorly investigated. Here, we report that chronic social defeat stress (CSDS)‐induced social avoidance phenotype, assessed by a previously untested three‐chamber social approach test, can be distinguished by multiple pro‐inflammatory cytokines and EV‐associated molecular signatures in the blood. We found that the expression patterns of miRNAs distinguished the CSDS‐susceptible mice from the CSDS‐resilient mice. Social avoidance behavior scores were also estimated with good accuracy by the expression patterns of multiple EV‐associated miRNAs. We also demonstrated that EVs enriched from the CSDS‐susceptible mouse sera upregulated the production of pro‐inflammatory cytokines in the LPS‐stimulated microglia‐like cell lines. Our results indicate the role of circulating EVs and associated miRNAs in CSDS susceptibility, which may be related to pro‐inflammatory mechanisms underlying stress‐induced neurobehavioral outcomes.