The resent invention relates to nanovesicles derived from bacteria of genus Rhodococcus, and a use thereof. The present inventors experimentally ascertained that vesicles in clinical samples of patients with lung cancer, pancreatic cancer, bile duct cancer, breast cancer, bladder cancer, lymphoma, diabetes, stroke, myocardial infarction, asthma, COPD and dementia are significantly reduced compared to those of normal people, the secretion of inflammatory mediators by pathogenic vesicles such as E. coli-derived vesicles is significantly inhibited when the vesicles separated from the strain are administered, and vesicles derived from bacteria of the genus Rhodococcus significantly inhibit cranial nerve cell damage caused by stress hormones, and thus vesicles derived from bacteria of the genus Rhodococcus, according to the present invention, are expected to be effectively usable for the purpose of developing a method for diagnosing lung cancer, pancreatic cancer, bile duct cancer, breast cancer, bladder cancer, lymphoma, diabetes, stroke, myocardial infarction, asthma, COPD and/or dementia, and a composition for preventing or treating malignant disease, diabetes, stroke, cardiovascular disease, inflammatory lung disease, and/or cranial nerve diseases.