Exosomes are vesicles secreted by a variety of living cells, containing proteins, RNA and other components, which are nanoscale capsules commonly existed in the body. Exosomes play important roles in a variety of physiological and pathological processes by participating in material and information exchange between cells, which can play multiple roles in tumor treatment. On the one hand, exosomes can be used as carriers and biomarkers, participate in the apoptosis signaling pathway and improve chemotherapy resistance, thus playing beneficial roles in tumor treatment. On the other hand, exosomes play unfavorable roles in tumor treatment. Tumor cell exosomes contain PD-L1, which is a nuclear weapon for tumor growth, metastasis, and immunosuppression. In addition, exosomes can not only promote the epithelial-mesenchymal transition process, tumor angiogenesis and chemoresistance, but also participate in the autocrine pathway. In this review, the multiple roles of exosomes and their prospects in the treatment of tumor were reviewed in detail.