Cardiovascular diseases are a leading cause of worldwide mortality, and exosomes have recently gained attention as key mediators of intercellular communication in these diseases. Exosomes are double-layered lipid vesicles that can carry biomolecules such as miRNAs, lncRNAs, and circRNAs, and the content of exosomes is dependent on the cell they originated from. They can be involved in the pathophysiological processes of cardiovascular diseases and hold potential as diagnostic and monitoring tools. Exosomes mediate intercellular communication, stimulate or inhibit the activity of target cells, and affect myocardial hypertrophy, injury and infarction, ventricular remodeling, angiogenesis, and atherosclerosis. Exosomes can be released from various types of cells, including endothelial cells, smooth muscle cells, cardiomyocytes, fibroblasts, platelets, adipocytes, immune cells, and stem cells. In this review, we highlight the communication between different cell-derived exosomes and cardiovascular cells, with a focus on the roles of RNAs. This provides new insights for further exploring targeted therapies in the clinical management of cardiovascular diseases.