Outer membrane vesicles (OMVs) are spherical, nano-sized particles of bilayer lipid structure secreted by Gram-negative bacteria. They contain a series of cargos from bacteria and are important messengers for communication between bacteria and their environment. OMVs play multiple roles in bacterial survival and adaptation and can affect host physiological functions and disease development by acting on host cell membranes and altering host cell signaling pathways. This paper summarizes the mechanisms of OMV genesis and the multiple roles of OMVs in the tumor microenvironment. Also, this paper discusses the prospects of OMVs for a wide range of applications in drug delivery, tumor diagnosis, and therapy.