Extracellular vesicles (EVs) are critical in the initiation and progression of cardiovascular calcification, and immune cell infiltration and inflammation have a central role in this process. EVs egress from various cardiovascular cell types, which when acquiring specific properties, become calcifying. These calcifying EVs form nidi for microcalcification, which can progress to the macrocalcification lesions that are visualized clinically. We make the distinction between inflammatory-driven and mineral dysregulation-driven calcification, which both share EVs as a central initiator. In inflammation-mediated calcification, inflammation precedes microcalcification and results from EV release from macrophages. Local cellular crosstalk mediated by EVs as well as circulating EVs and other inflammatory nanoparticles, such as calciprotein particles and lipoproteins, are also critical in the progression of cardiovascular calcification. It is imperative that future work links the already established and to be discovered roles of inflammation and innate immunity in cardiovascular calcification to these key signaling and functional roles of these nanoparticles. It remains an understudied area with high potential to unravel mechanistic roles and has important implications in drug target research.