Cancer is a major cause of mortality in humans; often, rather than the primary tumor, it is the presence of metastases that are the cause of death. Extracellular vesicles (EVs) are small structures released by both normal and cancer cells; regarding the latter, they have been demonstrated to modulate almost all cancer-related processes, such as invasion, angiogenesis induction, drug resistance, and immune evasion. In the last years, it has become clear how EVs are widely involved in metastatic dissemination as well as in pre-metastatic niche (PMN) formation. Indeed, in order to achieve a successful metastatic process, i.e., penetration by cancer cells into distant tissues, the shaping of a favorable environment into those distant tissue, i.e., PMN formation, is mandatory. This process consists of an alteration that takes place in a distant organ and paves the way for the engraftment and growth of circulating tumor cells derived from the tumor primary site. This review focuses on the role of EVs in pre-metastatic niche formation and metastatic dissemination, also reporting the last studies suggesting the EVs role as biomarkers of metastatic diseases, possibly in a liquid biopsy approach.