Albumin absorbed by renal tubular epithelial cells induces inflammation and plays a key role in promoting diabetic kidney disease (DKD) progression. Macrophages are prominent inflammatory cells in the kidney, and their role there is dependent on their phenotypes. However, whether albuminuria influences macrophage phenotypes and underlying mechanisms during the development of DKD is still unclear. We found that M1 macrophage-related markers were increased in diabetes mellitus (DM) mouse renal tissues with the development of DKD, and coculture of extracellular vesicles (EVs) from human serum albumin (HSA)-induced HK-2 cells with macrophages induced macrophage M1 polarization in the presence of lipopolysaccharide (LPS). Through a bioinformatic analysis, miR-199a-5p was selected and found to be increased in EVs from HSA-induced HK-2 cells and in urinary EVs from DM patients with macroalbuminuria. Tail-vein injection of DM mice with EVs from HSA-induced HK-2 cells induced kidney macrophage M1 polarization and accelerated the progression of DKD through miR-199a-5p. miR-199a-5p exerted its effect by targeting Klotho, and Klotho induced macrophage M2 polarization through the Toll-like receptor 4 (TLR4) pathway both in vivo and in vitro. In summary, miR-199a-5p from HSA-stimulated HK-2 cell-derived EVs induces M1 polarization by targeting the Klotho/TLR4 pathway and further accelerates the progression of DKD.