Late diagnosis, postoperative recurrence, and chemotherapy resistance are the main causes of the high mortality rate in ovarian cancer (OC). Understanding the molecular mechanisms in the pathogenesis and progression of OC may contribute to discovering new tumor biomarkers and therapeutic targets for OC. Exosomes are small extracellular vesicles derived from different types of cells that carry cargos, including nucleic acids, proteins, and lipids, and are pivotal mediators of intercellular communication in the tumor microenvironment. There is emerging evidence that exosomal proteins and nucleic acids play pivotal roles in facilitating the progression and drug resistance of OC. Identification of these factors may aid in the future diagnosis of OC. Furthermore, they also have promising value as OC therapeutic targets that can improve the prognosis. In the current review, we summarize the progress of exosomal research in OC, especially highlighting the most updated roles of exosomal microRNAs and proteins in the diagnosis, prognosis, therapy, and drug resistance of OC in order to facilitate future studies in this area.