Interferon‐inducible transmembrane proteins 1, 2 and 3 (IFITM1, IFITM2 and IFITM3) have recently been identified as potent antiviral effectors that function to suppress the entry of a broad range of enveloped viruses and modulate cellular tropism independent of viral receptor expression. However, the antiviral effect and mechanisms of IFITMs in response to viral infections remain incompletely understood and characterized. In this work, we focused our investigation on the function of the extracellular IFITM3 protein. In cell models of DENV‐2 infection, we found that IFITM3 contributed to both the baseline and interferon‐induced inhibition of DENV entry. Most importantly, our study for the first time demonstrated the presence of IFITM‐containing exosome in the extracellular environment, and identified an ability of cellular exosome to intercellularly deliver IFITM3 and thus transmit its antiviral effect from infected to non‐infected cells. Thus, our findings provide new insights in the basic mechanisms underlying the actions of IFITM3, which might lead to future development of exosome‐mediated anti‐viral strategies using IFITM3 as a therapeutic agent. Conceivably, variations in the basal and inducible levels of IFITMs, as well as in intracellular and extracellular levels of IFITMs, might predict the severity of dengue virus infections among individuals or across species.