Cancer incidence and mortality are rapidly growing worldwide. The main risk factors for cancer can be associated with aging as well as the growth of the population and socioeconomic condition. Breast cancer, a crucial public health problem, is the second cause of death among women. About 70% of patients with advanced breast cancer have bone metastases. In bone metastasis, cancer cells and osteoclasts form a vicious cycle: cancer cells promote osteoclast differentiation and activation that, in turn, induce cancer cell seeding and proliferation in the bone. Growing evidence shows that extracellular vesicles (EVs) play a key role in carcinogenesis, proliferation, pre-metastatic niche formation, angiogenesis, metastasis, and chemoresistance in several tumors, such as breast, lung, prostate, and liver cancer. Here, we discuss the role of EVs released by breast cancer cells, focusing on bone metastasis induction and their clinical implications as biomarkers.