The delayed healing of diabetic wounds is directly affected by the disturbance of wound microenvironment, resulting from persistent inflammation, insufficient angiogenesis, and impaired cell functions. Mesenchymal stem cell-derived extracellular vesicles (MSC-EVs) showed considerable therapeutic potential in diabetic wound healing. However, the low retention rate of MSC-EVs at wound sites hampers their efficacy. For skin wounds exposed to the outer environment, using a hydrogel with tissue adhesiveness under a moist wound condition is a promising strategy for wound healing. In this study, we modified methacryloyl-modified gelatin (GelMA) hydrogel with catechol motifs of dopamine to fabricate a GelMA-dopamine hydrogel. EVs isolated from MSCs were applied in the synthesized GelMA-dopamine hydrogel to prepare a GelMA-dopamine-EV hydrogel. The results demonstrated that the newly formed GelMA-dopamine hydrogel possessed improved properties of softness, adhesiveness, and absorptive capacity, as well as high biocompatibility in the working concentration (15% w/v). In addition, MSC-EVs were verified to promote cell migration and angiogenesis in vitro. In the skin wound model of diabetic rats, the GelMA-dopamine-EV hydrogel exerted prominent wound healing efficacy estimated by collagen deposition, skin appendage regeneration, and the expression of IL-6, CD31, and TGF-β. In conclusion, this combination of MSC-EVs and the modified hydrogel not only accelerates wound closure but also promotes skin structure normalization by rescuing the homeostasis of the healing microenvironment of diabetic wounds, which provides a potential approach for the treatment of diabetic wounds.