Oxidative damage and neuroinflammation are the key features of central nervous system (CNS) injury. Inspired by the neuroprotective properties of neural stem cell-derived exosomes (NExo) and the reactive oxygen species (ROS) scavenging ability of selenium, we develop an advanced NExo bearing ultrasmall nano-selenium (∼3.5 nm) via lipid-mediated nucleation (SeNExo). In addition to maintaining the biological components of NExo, the resulting SeNExo exhibits a Se-O bond that dramatically enhances its ROS-scavenging performance. SeNExo penetrates the blood-brain barrier (BBB) via the apolipoprotein E and prolow-density lipoprotein receptor-related protein 1 (APOE_LRP-1) interaction. Through proteomics, microRNA (miRNA) omics, and single-nucleus RNA sequencing, we find that SeNExo can alleviate neuronal apoptosis, restore glia homeostasis, and remodel glia-neuron networks. Therefore, SeNExo confers potent therapeutic benefits, significantly reducing cerebral lesions in a murine traumatic brain injury model. Even extending to a murine spinal cord injury model, SeNExo promotes locomotory recovery, further supporting SeNExo as a neotype and a promising therapeutic agent for treating traumatic CNS injury.