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Exosomes are cell-derived nanovesicles with a proven intercellular signaling role in inflammation processes and immune response. Due to their natural origin and liposome-like structure, these nanometer-scale vesicles have emerged as novel platforms for therapy and diagnosis. In this work, goat milk exosomes are isolated and fully characterized in terms of their physicochemical properties, proteomics, and biochemical profile in healthy mice, and used to detect inflammatory processes by optical imaging. For the in vitro and in vivo experiments, the exosomes are covalently labeled with the commercial fluorophores sulfo-Cyanine 5 and BODIPY-FL to create nanoprobes. In vitro studies using confocal imaging, flow cytometry, and colorimetric assays confirm the internalization of the nanoprobes as well their lack of cytotoxicity in macrophage populations RAW 264.7. Optical imaging in the mouse peritoneal region confirms the in vivo ability of one of the nanoprobes to localize inflammatory processes. In vivo imaging shows exosome uptake in the inflamed peritoneal region, and flow-cytometric analysis of peritonitis exudates confirms the uptake by macrophage and neutrophil populations. These results support the promising use of goat milk exosomes as natural probes in the detection of inflammatory processes. This study has been funded by Instituto de Salud Carlos III, through the project "PI20/01632", co-funded by European Regional Development Fund (ERDF), "A way to make Europe" and by Comunidad de Madrid, project "Y2018/NMT-4949 (NanoLiver-CM)" and "S2017/BMD-3867 (RENIM-CM)", co-funded by European Structural and Investment Fund. This work has been also supported by "Diagnosis and treatment follow-up of severe Staphylococcal Infections with Anti-Staphylococcal antibodies and Immune-PET - Grant Fundación BBVA a Equipos de Investigación Científica 2018". A. Santos-Coquillat is grateful for financial support to Consejería de Educación e Investigación, co-financed by European Social Fund (ESF) grant PEJD-2018-POST/BMD-9592. A. Santos Coquillat is also funded by Instituto de Salud Carlos III, co-funded by European Social Fund "Investing in your future" (grant CD19/00136). The CNIC is supported by the Instituto de Salud Carlos III (ISCIII), the Ministerio de Ciencia e Innovación (MCIN) and the Pro CNIC Foundation. The CNIO Proteomics Unit is funded by the H2020 project EPIC-XS (ref. 823839). Biomedical Imaging has been conducted at the Advanced Imaging Unit of the CNIC (Centro Nacional de Investigaciones Cardiovasculares Carlos III), Madrid, Spain.