Let $mathscr C$ be a Krull-Schmidt $(n+2)$-angulated category and $mathscr A$ be an $n$-extension closed subcategory of $mathscr C$. Then $mathscr A$ has the structure of an $n$-exangulated category in the sense of Herschend-Liu-Nakaoka. This construction gives $n$-exangulated categories which are not $n$-exact categories in the sense of Jasso nor $(n+2)$-angulated categories in the sense of Geiss-Keller-Oppermann in general. As an application, our result can lead to a recent main result of Klapproth.