Exum played for Australia's junior national team at the 2012 FIBA Under-17 World Cup, where he was named to the All-Tournament Team, as well as the 2013 FIBA Under-19 World Cup, where he was again named to the All-Tournament Team. 2013 also marked Exum's debut for the senior national team, playing against New Zealand at the 2013 FIBA Oceania Championship. In 2014, he played for Australia at the 2014 FIBA World Cup, where he averaged 2.7 points, 1.5 rebounds and 2.0 assists in six games.