Extracellular vesicles (EVs) are intercellular communication agents that transfer microRNAs (miRNAs), other non-coding RNAs (ncRNAs), messenger RNAs (mRNAs), proteins, lipids, metabolites, and other molecules from donor cells (e.g., cancer cells) to recipient cells (e.g., stromal cells). In 2007, miRNAs were reported to be abundant among the ncRNAs present in EVs. Since then, many studies have investigated the functions of miRNAs and have attempted to apply these molecules to aid in the diagnosis and treatment of cancer. Research on EVs has expanded, particularly in the field of cancer, because cancer cells heavily secrete EVs. The cargo of these EVs, especially those in small EVs, such as exosomes, is assumed to work cooperatively and significantly in the tumor microenvironment and to promote metastasis. In this review, we first summarize recent studies on EVs in gastrointestinal cancer and highlight studies on human satellite II RNAs, which are a type of ncRNA found in EVs that possess repetitive sequences. Second, since several recent studies have revealed that phospholipids, which are components of EV membranes, play important roles in intercellular communication and the generation of lipid mediators in the tumor microenvironment, we review the reported roles of these molecules and discuss their potential use in the design of new cancer treatments.