Extracellular vesicles (EVs) are involved in cell-to-cell communication and modulation of numerous physiological and pathological processes. EVs are found in large quantities in milk and contain several inflammation- and immunity-modulating proteins and microRNAs, through which they exert beneficial effects in several inflammatory disease models. Here, we investigated the effects of two EV subsets, concentrated from commercial cow's milk, on a murine model of colitis induced with dextran sodium sulfate (DSS). P35K EVs, isolated by ultracentrifugation at 35,000 g, and P100K EVs, isolated at 100,000 g, were previously characterized and administered by gavage to healthy and DSS-treated mice. P35K EVs and, to a lesser extent, P100K EVs improved several outcomes associated to DSS-induced colitis, modulated the gut microbiota, restored intestinal impermeability and replenished mucin secretion. Also, P35K EVs modulated innate immunity, while P100K EVs decreased inflammation through the downregulation of colitis-associated microRNAs, especially miR-125b, associated with a higher expression of the NFκB inhibitor TNFAIP3 (A20). These results suggest that different milk EV subsets may improve colitis outcomes through different, and possibly complementary, mechanisms. Further unveiling of these mechanisms might offer new opportunities for improving the life of patients with colitis and be of importance for milk processing, infant milk formulation and general public health.