Extracellular vesicles (EV) are secreted by all cells, including cancer cells, as a mode of intercellular transport and communication. The main types of EV known to date include exosomes, microvesicles and apoptotic bodies, as well as oncosomes and large oncosomes, which are specific to cancer cells. These different EV populations carry specific cargo from one cell to another to stimulate a specific response. They can be found in all body fluids and can be detected in liquid biopsies. EV released from mesothelioma cells can reveal important information about the molecules and signalling pathways involved in the development and progression of the tumour. The presence of tumour-derived EV in circulating body fluids makes them potential novel biomarkers for early diagnosis, prognostication and surveillance of cancer. In this review, we explore the characteristics and functional roles of EV reported in the literature, with a focus on their role in malignant pleural mesothelioma.