Overtraining, which results in central nervous system (CNS)-fatigue-related symptoms, leads to a long-term decline in performance. This study investigated CNS-derived EV protein content under overtraining conditions to identify potential biomarkers. Eight-week-old C57BL/6J mice were randomly divided into three groups: sedentary (SED, n = 7), exercise control (EX, n = 8), and overtraining (OT, n = 9) groups. The OT group underwent an 8-week downhill treadmill-based overtraining induction protocol. Exercise capacity was assessed using the incremental load, exhaustion, grip strength, and rotarod tests, while motor deficits, depression and anxiety were assessed using the nest building test. Proinflammatory cytokines were measured in blood plasma, skeletal muscle, and brain tissue. CNS-derived EVs were isolated using a two-step EV isolation protocol. Isolated EVs underwent proteomic analyses. Mice exhibited a significant decrease in aerobic exercise capacity, high-intensity exercise tolerance, and muscular strength. OT increased quadriceps IL-6 and hypothalamic IL-1β/TNFα compared to EX. Plasma IL-2 levels tended to be higher in OT than in EX. Proteomic analysis of CNS-derived EVs revealed a decrease in lipid metabolism-related proteins and an increase in stress-related proteins. Valosin-containing proteins and catalase, which are upregulated in organs under oxidative stress, were increased. Therefore, CNS-derived EV protein contents indicated CNS fatigue under overtraining conditions.