We previously identified that hepatitis B virus (HBV) encodes a microRNA (HBV-miR-3) that restrains HBV replication by targeting the HBV transcript. However, whether HBV-miR-3 affects host innate immunity to modulate HBV replication remains unclear. Here, we examined the vital functions of HBV-miR-3 in the innate immune response after HBV infection. We found that HBV-miR-3 expression gradually increased in a dose- and time-dependent manner in HBV-infected HepG2-NTCP cells. HBV-miR-3 activated the JAK/STAT signaling pathway by downregulating SOCS5 in hepatocytes, thereby enhancing the IFN-induced anti-HBV effect. In addition, HBV-miR-3 in exosomes facilitated the M1 polarization of macrophages. Furthermore, exosomes containing HBV-miR-3 enhanced the secretion of IL-6 via inhibiting the SOCS5-mediated ubiquitination of EGFR. In short, these results demonstrate that HBV-miR-3 activates the innate immune response to restrain HBV replication by multiple pathways, which may suppress HBV-induced acute liver cell injury and affect the progression of persistent HBV infection.