An exoskeleton supports and protects an animal's body from outside and not like the internal endoskeleton - of, for example human beings - from inside.
Many invertebrate animals (such as shelled mollusks) have exoskeletons in the sense of external hard parts. But if one speaks of an exoskeleton one mostly means that of arthropods (i.e. insects, spiders, myriapods and crustaceans).