Pathogenic bacteria have several mechanisms to evade the host's immune response and achieve an efficient infection. Bacterial extracellular vesicles (EVs) are a relevant cellular communication mechanism, since they can interact with other bacterial cells and with host cells. In this review, we focus on the EVs produced by some World Health Organization (WHO) priority Gram-negative and Gram-positive pathogenic bacteria; by spore-producing bacteria; by (a bacteria with a complex cell wall); and by (a bacteria without lipopolysaccharide). We describe the classification and the general properties of bacterial EVs, their role during bacterial infections and their effects on the host immune response. Bacterial EVs contain pathogen-associated molecular patterns that activate innate immune receptors, which leads to cytokine production and inflammation, but they also contain antigens that induce the activation of B and T cell responses. Understanding the many effects of bacterial EVs on the host's immune response can yield new insights on the pathogenesis of clinically important infections, but it can also lead to the development of EV-based diagnostic and therapeutic strategies. In addition, since EVs are efficient activators of both the innate and the adaptive immune responses, they constitute a promising platform for vaccine development.