Exosomes are lipid bilayer extracellular vesicles with a size of 30-150 nm, which can be released by various types of cells including breast cancer cells. Exosomes are enriched with multiple nucleic acids, lipids, proteins and play critical biological roles by binding to recipient cells and transmitting various biological cargos. Studies have reported that tumor-derived exosomes are involved in cancer initiation and progression, such as promoting cancer invasion and metastasis, accelerating angiogenesis, contributing to epithelial-mesenchymal transition, and enhancing drug resistance in tumors. Recently the dysregulating of exosomes has been found in triple-negative breast cancer (TNBC), relating to the clinicopathological characteristics and prognosis of TNBC patients. Considering the poor prognosis and lack of adequate response to conventional therapy of TNBC, the discovery of certain exosomes as a new target for diagnosis and treatment of TNBC may be a good choice that provides new opportunities for the early diagnosis, clinical treatment of TNBC. Here, we first discuss the innovative prognostic and predictive effects of exosomes on TNBC, as well as the practical clinical problems. Secondly, we focus on the new therapeutic areas represented by exosomes, especially the impact of introducing exosomes in TNBC treatment in the future.