Exosomes play a crucial role in the crosstalk between cancer associated fibroblasts (CAFs) and cancer cells, contributing to carcinogenesis and the tumour microenvironment. Recent studies have revealed that CAFs, normal fibroblasts and cancer cells all secrete exosomes that contain miRNA, establishing a cell-cell communication network within the tumour microenvironment. For example, miRNA dysregulation in melanoma has been shown to promote CAF activation via induction of epithelial-mesenchymal transition (EMT), which in turn alters the secretory phenotype of CAFs in the stroma. This review assesses the roles of melanoma exosomal miRNAs in CAF formation and how CAF exosome-mediated feedback signalling to melanoma lead to tumour progression and metastasis. Moreover, efforts to exploit exosomal miRNA-mediated network communication between tumour cells and their microenvironment, and their potential as prognostic biomarkers or novel therapeutic targets in melanoma will also be considered.