The role of exchange rate is active for the economies of backward as well as advanced countries of the world. The motivation of the study is to gauge the asymmetric effect of EXR volatility on the exports and imports of the selected Asian countries namely Pakistan, Malaysia, Korea, and Japan. Quarterly data are taken from period 1980I to 2020IV from IMF and IFS source. Linear and nonlinear ARDL model applied for the estimation. Linear model depicts that there are no significant effects of exchange rate volatility on trade flows, while the results of nonlinear models show relatively more significant outcomes. The result indicates that both linear and nonlinear model indicates that decreased exchange rate volatility will boosts Pakistani exports and imports while increased the exchange rate volatility will hurts both. Nevertheless, the linear model indicates that EXR volatility has no long run effects on Malaysia exports. The findings shows that decreased volatility of exchange rate has stimulates the exports of Malaysia, but increased exchange rate volatility has no effect. Consequently, Malaysia boosts its exports by stabilizing its exchange rate.