Exosomes are microvesicles that are released from various cells into the extracellular space. It has been reported that the components within exosomes vary according to the type of secreted cell. In the present study, we investigated the tetraspanin family proteins CD63, CD9 and CD81 as useful collection markers of exosomes derived from the three colorectal cancer (CRC) cell lines HCT-15, SW480 and WiDr. In addition, we aimed to detect the mRNAs, microRNAs and natural antisense RNAs within the exosomes secreted from the three CRC cell lines. Furthermore, we examined whether exosomes containing their RNAs were transferred into the hepatoma cell line HepG2 and lung cancer cell line A549. CD81 was detected in exosomes secreted from the three CRC cell lines. This result indicates that CD81 can be a collection marker of exosomes derived from the three CRC cell lines. When the RNA species within exosomes derived from the three CRC cell lines were examined, the mRNAs of housekeeping genes such as ACTB and GAPDH, the microRNAs such as miR-21, miR-192 and miR-221, and the natural antisense RNAs of LRRC24, MDM2 and CDKN1A genes, were detected. We discovered their natural antisense RNAs within exosomes for the first time in the present study. Furthermore, PKH67-labeled exosomes derived from the CRC cell lines were taken up into HepG2 and A549 cells. These findings indicate that the intracellular RNAs enclosed within exosomes are secreted to the outside, and exosomes derived from the CRC cell lines are transferred into HepG2 and A549 cells. In conclusion, we reveal that exosomes derived from the CRC cell lines contain mRNAs, microRNAs and natural antisense RNAs, and can be delivered into HepG2 and A549 cells. These findings indicate that exosomal RNAs can shuttle between cells, and may be involved in the regulation of gene expression in recipient cells.