I am a chilean F1 married student. My wife is also chilean and currently she holds an F2 visa. We both arrive less than a year ago to the US. So, it seems that is not possible for us to fill a joint tax refund.

Can I put her as an exemption or as a dependent on my tax refund?

Because of her visa status, she is not able to work, so she has not income at all.

Thanks for your help!

Sorry, but only students from India, South Korea, Mexico and Canada can claim dependents on a non-resident alien (Form 1040NR) return.