In one aspect, the invention provides an anti-inflammatory agent, which comprises a milk-derived disrupted exosome of which the form of membrane vesicle is partially or completely disrupted as an active ingredient. In another aspect, the invention provides a method for producing an anti-inflammatory agent, which comprises: the step of removing lipid fraction, cell fraction and casein fraction from milk to prepare a whey fraction, the step of collecting an exosome fraction from the whey fraction, the step of disrupting partially or completely the form of membrane vesicle of the exosome contained in the exosome fraction to prepare a disrupted exosome, and the step of making the disrupted exosome as an active ingredient into a preparation.