Atherosclerotic cardiovascular disease (ASCVD) is an advanced chronic inflammatory disease and the leading cause of death worldwide. The pathological development of ASCVD begins with atherosclerosis, characterised by a pathological remodelling of the arterial wall, lipid accumulation and build-up of atheromatous plaque. As the disease advances, it narrows the vascular lumen and limits the blood, leading to ischaemic necrosis in coronary arteries. Exosomes are nano-sized lipid vesicles of different origins that can carry many bioactive molecules from their parental cells, thus playing an important role in intercellular communication. The roles of exosomes in atherosclerosis have recently been intensively studied, advancing our understanding of the underlying molecular mechanisms. In this review, we briefly introduce exosome biology and then focus on the roles of exosomes of different cellular origins in atherosclerosis development and progression, functional significance of their cargoes and physiological impact on recipient cells. Studies have demonstrated that exosomes originating from endothelial cells, vascular smooth muscle cells, macrophages, dendritic cells, platelets, stem cells, adipose tissue and other sources play an important role in the atherosclerosis development and progression by affecting cholesterol transport, inflammatory, apoptotic and other aspects of the recipient cells' metabolism. MicroRNAs are considered the most significant type of bioactive molecules transported by exosomes and involved in ASCVD development. Finally, we review the current achievements and limitations associated with the use of exosomes for the diagnosis and treatment of ASCVD.