Exosomes are membrane-bound micro-vesicles that possess endless therapeutic potential for treatment of numerous pathologies including autoimmune, cardiovascular, ocular, and nervous disorders. Despite considerable knowledge about exosome biogenesis and secretion, still, there is a lack of information regarding exosome uptake by cell types and internal signaling pathways through which these exosomes process cellular response. Exosomes are key components of cell signaling and intercellular communication. In central nervous system (CNS), exosomes can penetrate BBB and maintain homeostasis by myelin sheath regulation and the waste products elimination. Therefore, the current review summarizes role of exosomes and their use as biomarkers in cardiovascular, nervous and ocular disorders. This aspect of exosomes provides positive hope to monitor disease development and enable early diagnosis and treatment optimization. In this review, we have summarized recent findings on physiological and therapeutic effects of exosomes and also attempt to provide insights about stress-preconditioned exosomes and stem cell-derived exosomes.