Melanoma cells produce a variety of extracellular vesicle (EV) types including shedding vesicles and exosomes (EXOs). These EVs are defined by their mechanism of cellular production. To date, the majority of EV investigations has centered around melanoma EXOs or small EVs (sEVs). Natural melanoma sEVs mediate pro-tumor processes including angiogenesis, immune regulation and modification of tissue microenvironments. A thorough examination of these processes reveals that they are interdependent. They work in concert to support tumor growth and survival. Pro-tumor functions attributed to melanoma cells are reproduced by melanoma sEVs. This ensures a certain degree of redundancy within the melanoma pathogenic process. It also allows for rapid adaptation of melanoma cells to changing microenvironments, anti-tumor immune responses, and therapeutic challenges. Further, as a result of their composition and inherent ability to engage the immune system, natural melanoma EVs possess excellent biomarker potential and might be used therapeutically as tumor vaccines.