Simple SummaryA lot of interest has been placed into extracellular vesicles as an intercellular communication mechanism with potential clinical application. As these vesicles are found naturally in body fluids such as blood, urine and saliva, it is possible to isolate them from a liquid biopsy to analyze their content, elucidate their interaction with different cell populations (crosstalk) and determine their effect during the development of a particular pathology. Clinical applications of exosomes include the discovery of diagnostic or prognostic biomarkers for cancer and other diseases, and therapeutic approaches such as organ-specific delivery of drugs, among others. Here, we provide a specific review of how extracellular vesicles, such as exosomes, are carriers for biomolecules like immune checkpoint proteins, ligands, receptors and a wide range of RNA species, which can have an impact on cancer development.Exosomes are lipid membrane-enclosed vesicles released by all cell types that act at the paracrine or endocrine level to favor cell differentiation, tissue homeostasis, organ remodeling and immune regulation. Their biosynthesis begins with a cell membrane invagination which generates an early endosome that matures to a late endosome. By inward budding of the late endosome membrane, a multivesicular body (MVB) with intraluminal vesicles (ILVs) is generated. The fusion of MVBs with the plasma membrane releases ILVs into the extracellular space as exosomes, ranging in size from 30 to 100 nm in diameter. The bilipid exosome membrane is rich in cholesterol, ceramides and phosphatidylserine and can be loaded with DNA, RNA, microRNAs, proteins and lipids. It has been demonstrated that exosome secretion is a common mechanism used by the tumor to generate an immunosuppressive microenvironment that favors cancer development and progression, allowing tumor escape from immune control. Due to their ability to transport proteins, lipids and nucleic acids from the cell that gave rise to them, exosomes can be used as a source of biomarkers with great potential for clinical applications in diagnostic, prognostic or therapeutic areas. This article will review the latest research findings on exosomes and their contribution to cancer development.