The role of extracellular vesicles as an important mediator of cell-to-cell communication has been well established by many studies that have shown their capability for exchanging proteins, bioactive lipids and nucleic acids. Extracellular vesicles have been implicated in several physiological and pathological processes according to the cell of origin. Identification of the innate properties of extracellular vesicles derived from stem cells and from immune cells has led to the possibility of their exploitation in regenerative medicine and immune therapies. As extracellular vesicles are able to cross biological barriers, express surface receptors and contain defined cargoes able to target specific cells/tissues, they may represent a biocompatible and effective tool for drug delivery. Herein, we review and discuss the perspectives related to the therapeutic opportunities of extracellular vesicles.