The liver and intestine communicate in a bidirectional way through the biliary tract, portal vein, and other components of the gut-liver axis. The gut microbiota is one of the major contributors to the production of several proteins and bile acids. Imbalance in the gut bacterial community, called dysbiosis, participates in the development and progression of several chronic liver diseases, such as nonalcoholic fatty liver disease (NAFLD). NAFLD is currently considered the main chronic liver disease worldwide. Dysbiosis contributes to NAFLD development and progression, notably by a greater translocation of pathogen-associated molecular patterns (PAMPs) in the blood. Lipopolysaccharide (LPS) is a PAMP that activates Toll-like receptor 4 (TLR4), induces liver inflammation, and participates in the development of fibrogenesis. LPS can be transported by bacterial extracellular vesicles (EVs). EVs are spherical structures produced by eukaryotic and prokaryotic cells that transfer information to distant cells and may represent new players in NAFLD development and progression. The present review summarizes the role of eukaryotic EVs, either circulating or tissue-derived, in NAFLD features, such as liver inflammation, angiogenesis, and fibrosis. Circulating EV levels are dynamic and correlate with disease stage and severity. However, scarce information is available concerning the involvement of bacterial EVs in liver disease. The present review highlights a potential role of bacterial EVs in insulin resistance and liver inflammation, although the mechanism involved has not been elucidated. In addition, because of their distinct signatures, eukaryotic and prokaryotic EVs may also represent a promising NAFLD diagnostic tool as a "liquid biopsy" in the future.