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This result is stated not for the L\u00e9vy process on the exponential Lie group but rather for the associated process on the Lie algebra. The proof is based on the well-posedness of some martingale problem due to Ph. Feinsilver. Closely related characterizations for functionals fo L\u00e9vy processes were recently derived by \\textit{D. Applebaum} and \\textit{H. Kunita} [J. Math. Kyoto Univ. 33, No. 4, 1103-1123 (1993; Zbl 0804.58057)]. In the end of this note, the main result is applied to simply connected nilpotent Lie groups in which case an inductive explicit description of L\u00e9vy processes is 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