Humans benefit from previous experiences when taking actions. Similarly, related examples from the training data also provide exemplary information for neural dialogue models when responding to a given input message. However, effectively fusing such exemplary information into dialogue generation is non-trivial: useful exemplars are required to be not only literally-similar, but also topic-related with the given context. Noisy exemplars impair the neural dialogue models understanding the conversation topics and even corrupt the response generation. To address the issues, we propose an exemplar guided neural dialogue generation model where exemplar responses are retrieved in terms of both the text similarity and the topic proximity through a two-stage exemplar retrieval model. In the first stage, a small subset of conversations is retrieved from a training set given a dialogue context. These candidate exemplars are then finely ranked regarding the topical proximity to choose the best-matched exemplar response. To further induce the neural dialogue generation model consulting the exemplar response and the conversation topics more faithfully, we introduce a multi-source sampling mechanism to provide the dialogue model with both local exemplary semantics and global topical guidance during decoding. Empirical evaluations on a large-scale conversation dataset show that the proposed approach significantly outperforms the state-of-the-art in terms of both the quantitative metrics and human evaluations.