Astrocytes are the most abundant glial cells in the central nervous system; they participate in crucial biological processes, maintain brain structure, and regulate nervous system function. Exosomes are cell-derived extracellular vesicles containing various bioactive molecules including proteins, peptides, nucleotides, and lipids secreted from their cellular sources. Increasing evidence shows that exosomes participate in a communication network in the nervous system, in which astrocyte-derived exosomes play important roles. In this review, we have summarized the effects of exosomes targeting astrocytes and the astrocyte-derived exosomes targeting other cell types in the central nervous system. We also discuss the potential research directions of the exosome-based communication network in the nervous system. The exosome-based intercellular communication focused on astrocytes is of great significance to the biological and/or pathological processes in different conditions in the brain. New strategies may be developed for the diagnosis and treatment of neurological disorders by focusing on astrocytes as the central cells and utilizing exosomes as communication mediators.