Macrophages contribute to the development of atherosclerosis through pinocytotic deposition of native LDL-derived cholesterol in macrophages in the vascular wall. Inhibiting macrophage-mediated lipid deposition may have protective effects in atheroprone vasculature, and identifying mechanisms that potentiate this process may inform potential therapeutic interventions for atherosclerosis. Here, we report that dysregulation of exon junction complex-driven (EJC-driven) mRNA splicing confers hyperpinocytosis to macrophages during atherogenesis. Mechanistically, we determined that inflammatory cytokines induce an unconventional nonproteolytic calpain, calpain-6 (CAPN6), which associates with the essential EJC-loading factor CWC22 in the cytoplasm. This association disturbs the nuclear localization of CWC22, thereby suppressing the splicing of target genes, including those related to Rac1 signaling. CAPN6 deficiency in LDL receptor-deficient mice restored CWC22/EJC/Rac1 signaling, reduced pinocytotic deposition of native LDL in macrophages, and attenuated macrophage recruitment into the lesions, generating an atheroprotective phenotype in the aorta. In macrophages, the induction of CAPN6 in the atheroma interior limited macrophage movements, resulting in a decline in cell clearance from the lesions. Consistent with this finding, we observed that myeloid CAPN6 contributed to atherogenesis in a murine model of bone marrow transplantation. Furthermore, macrophages from advanced human atheromas exhibited increased CAPN6 induction and impaired CWC22 nuclear localization. Together, these results indicate that CAPN6 promotes atherogenicity in inflamed macrophages by disturbing CWC22/EJC systems.