There is increased interest in using microRNAs (miRNAs) as biomarkers in different diseases. Present in body fluids, it is controversial whether or not they are mainly enclosed in exosomes, thus we studied if urinary miRNAs are concentrated inside exosomes and if the presence of systemic lupus erythematosus with or without lupus nephritis modifies their distribution pattern. We quantified specific miRNAs in urine of patients with systemic lupus erythematosus (n = 38) and healthy controls (n = 12) by quantitative reverse-transcription PCR in cell-free urine, exosome-depleted supernatant and exosome pellet obtained by ultracentrifugation. In control group, miR-335* and miR-302d were consistently higher in exosomes than in exosome-depleted supernatant, and miR-200c and miR-146a were higher in cell-free fraction. In lupus patients, all urinary miRNAs tested were mainly in exosomes with lower levels outside them (p<0.05 and p<0.01, respectively). This pattern is especially relevant in patients with active lupus nephritis compared to the control group or to the SLE patients in absence of lupus nephritis, with miR-146a being the most augmented (100-fold change, p<0.001). Among the exosomal miRNAs tested, only the miR-146a discriminates the presence of active lupus nephritis. In conclusion, urinary miRNAs are contained primarily in exosomes in systemic lupus erythematosus, and the main increment was found in the presence of active lupus nephritis. These findings underscore the attractiveness of exosomal miRNAs in urine, a non-invasive method, as potential renal disease markers.