In the last few decades extracellular vesicles (EVs), which include exosomes and microvesicles, have attracted significant interest in cardiovascular pathophysiology due to their intrinsic properties. Indeed, EVs by transferring their cargo, which contains miRNA, DNA, proteins and lipids, were found effective in preventive and regenerative medicine and in protecting the heart against an array of pathological conditions, including myocardial infarction and arrhythmias. EVs can attenuate cellular senescence, inflammation and myocardial injury. Cardiovascular structures may be targeted by circulating EVs derived by extra-cardiac cells and platelets, as well by EVs locally released from all major cardiovascular cell types, including endothelial cells, cardiomyocytes, macrophages and fibroblasts. Yet, EVs of cardiovascular origin can be also transferred to distant tissues by circulation. Therefore, EVs have been proposed not only as promising diagnostic tools (early disease biomarkers), but also as therapeutics. This review focuses on the protective effects exerted by EVs, released by different cell types in the cardiovascular system. Physical exercise is considered as a natural mechanism of EV production involved in preventive medicine. Particular attention will be devoted to describe the impact of EVs in cardioprotection after ischemia/reperfusion injury.