Extracellular vesicles are lipid bilayer-delimited particles released into the extracellular environment by different cell types under both physiological and pathological conditions. Based on their size and biogenesis’ mechanism, they can be classified into three groups: microvesicles, apoptotic bodies and exosomes. The extracellular vesicles are characterized by a very heterogeneous molecular composition; therefore, they are involved in numerous biological processes including intercellular communication. Indeed, they act as natural carriers in the transfer of biomolecules such as DNA, RNA, proteins, lipids and metabolites. Thanks to the transfer capacity and the possibility of targeting target cells, they can be employed in drug and gene delivery for the treatment of cancer and various diseases.