Abstract Background Ferroptosis is characterized by increased production of reactive oxygen species (ROS) and membrane lipid peroxidation that can exacerbate inflammatory damage. Extracellular vesicles (EVs) isolated from bovine milk have many biological functions, including antioxidant properties. However, the role of EVs on Klebsiella pneumoniae-induced ferroptosis and oxidative stress in bovine mammary epithelial cells (bMECs) and murine mammary tissue is unclear. In this study, EVs were isolated from bovine colostrum, mature milk and clinical mastitis milk (defined as C-EVs, M-EVs and CM-EVs, respectively) and assessed by transmission electron microscopy, Western blot and transcriptome sequencing. Effects of EVs on K. pneumoniae-induced ferroptosis and oxidative stress in bMECs were evaluated with immunofluorescence and Western blot. Results In bMECs, infection with K. pneumoniae induced oxidative stress, decreasing protein expression of Nrf2, Keap1 and HO-1 plus SOD activity, and increasing ROS concentrations. However, protein expression of GPX4, ACSL4 and S100A4 in bMECs, all factors that regulate ferroptosis, was downregulated by K. pneumoniae. Furthermore, this bacterium compromised tight junctions in murine mammary tissue, with low expression of ZO-1 and Occludin, whereas protein expression of Nrf2 and GPX4 was also decreased in mammary tissue. Adding C-EVs, M-EVs or CM-EVs reduced oxidative stress and ferroptosis in K. pneumoniae-infected bMECs in vitro and murine mammary tissues in vivo. Conclusion In conclusion, all 3 sources of milk-derived EVs alleviated oxidative stress and ferroptosis in K. pneumoniae-infected bMECs and mammary tissues.