Extracellular vesicles are spherical subcellular structures delimited by a lipid bilayer and released by most cells in the human body. They are loaded with a myriad of molecules (i.e., nucleic acids and proteins) depending on their cell of origin and provide the ability to transmit a message to surrounding or distant target cells. In several organs, including the thyroid, abundant recent literature reports that extracellular vesicles are responsible for intercellular communication in physiological and pathological processes, and that their utilization as a potential biomarker of pathological states (i.e., cancer, autoimmune diseases) or as therapeutic delivery vehicles promise clinical options. In this review, we present the current knowledge and understanding regarding the role of extracellular vesicles in developing thyroid diseases and diagnosis.