The tumor microenvironment (TME) is a highly heterogeneous ecosystem that plays critical roles in the initiation, progression, invasion, and metastasis of cancers. Extracellular vesicles (EVs), as emerging components of the host-tumor communication, are lipid-bilayer membrane structures that are secreted by most cell types into TEM and increasingly recognized as critical elements that regulate the interaction between tumor cells and their surroundings. They contain a variety of bioactive molecules, such as proteins, nucleic acids, and lipids, and participate in various pathophysiological processes while regulating intercellular communication. While many studies have focused on the EVs derived from different body fluids or cell culture supernatants, the direct isolation of tissue-derived EVs (Ti-EVs) has garnered more attention due to the advantages of tissue specificity and accurate reflection of tissue microenvironment. In this review, we summarize the protocol for isolating Ti-EVs from different tissue interstitium, discuss the role of tumor-derived and adipose tissue-derived Ti-EVs in regulating TME. In addition, we sum up the latest application of Ti-EVs as potential biomarkers for cancer diseases.