Bladder cancer (BC) is the tenth most commonly diagnosed cancer worldwide, and its carcinogenesis mechanism has not been fully elucidated. BC is able to induce natural killer (NK) cell dysfunction and escape immune surveillance. The present study found that exosomes derived from the urinary bladder cancer cell line (T24 cell) contribute in generating NK cell dysfunction by impairing viability, and inhibiting the cytotoxicity of the NK cell on target cells. Meanwhile, T24 cell-derived exosomes inhibited the expression of the important functional receptors NKG2D, NKp30, and CD226 on NK cells as well as the secretion of perforin and granzyme-B. The critical miRNAs with high expression in T24 cell-derived exosomes were identified using high-throughput sequencing. Furthermore, following dual-luciferase reporter assay and transfection experiments, miR-221-5p and miR-186-5p were confirmed as interfering with the stability of the mRNAs of DAP10, CD96, and the perforin gene in NK cells and may be potential targets used in the therapy for BC.