The global outbreak of COVID-19, and the limited availability of clinical treatments, forced researchers around the world to search for the pathogenesis and potential treatments. Understanding the pathogenesis of SARS-CoV-2 is crucial to respond better to the current coronavirus disease 2019 (COVID-19) pandemic. We collected sputum samples from 20 COVID-19 patients and healthy controls. Transmission electron microscopy was used to observe the morphology of SARS-CoV-2. Extracellular vesicles (EVs) were isolated from sputum and the supernatant of VeroE6 cells, and were characterized by transmission electron microscopy, nanoparticle tracking analysis and Western-Blotting. Furthermore, a proximity barcoding assay was used to investigate immune-related proteins in single EV, and the relationship between EVs and SARS-CoV-2. Transmission electron microscopy images of SARS-COV-2 virus reveal EV-like vesicles around the virion, and western blot analysis of EVs extracted from the supernatant of SARS-COV-2-infected VeroE6 cells showed that they expressed SARS-COV-2 protein. These EVs have the infectivity of SARS-COV-2, and the addition can cause the infection and damage of normal VeroE6 cells. In addition, EVs derived from the sputum of patients infected with SARS-COV-2 expressed high levels of IL6 and TGF-β, which correlated strongly with expression of the SARS-CoV-2 N protein. Among 40 EV subpopulations identified, 18 differed significantly between patients and controls. The EV subpopulation regulated by CD81 was the most likely to correlate with changes in the pulmonary microenvironment after SARS-CoV-2 infection. Single extracellular vesicles in the sputum of COVID-19 patients harbor infection-mediated alterations in host and virus-derived proteins. These results demonstrate that EVs derived from the sputum of patients participate in virus infection and immune responses. This study provides evidence of an association between EVs and SARS-CoV-2, providing insight into the possible pathogenesis of SARS-CoV-2 infection and the possibility of developing nanoparticle-based antiviral drugs.