Recently, gene therapy has become a subject of considerable research and has been widely evaluated in various disease models. Though it is considered as a stand-alone agent for COVID-19 vaccination, gene therapy is still suffering from the following drawbacks during its translation from the bench to the bedside: the high sensitivity of exogenous nucleic acids to enzymatic degradation; the severe side effects induced either by exogenous nucleic acids or components in the formulation; and the difficulty to cross the barriers before reaching the therapeutic target. Therefore, for the successful application of gene therapy, a safe and reliable transport vector is urgently needed. Extracellular vesicles (EVs) are the ideal candidate for the delivery of gene drugs owing to their low immunogenicity, good biocompatibility and low toxicity. To better understand the properties of EVs and their advantages as gene drug delivery vehicles, this review covers from the origin of EVs to the methods of EVs generation, as well as the common methods of isolation and purification in research, with their pros and cons discussed. Meanwhile, the engineering of EVs for gene drugs is also highlighted. In addition, this paper also presents the progress in the EVs-mediated delivery of microRNAs, small interfering RNAs, messenger RNAs, plasmids, and antisense oligonucleotides. We believe this review will provide a theoretical basis for the development of gene drugs.