Exosomes, as vital mediators of intercellular communication, play a critical role in the progression of cardiovascular disease (CVD). Recently, macrophage-derived exosomes (Mφ-Exos) have garnered increasing attention because of their significant potential in early diagnosis, pathological processes, and therapeutic applications for CVD. Exosomes contain diverse nucleic acids (e.g., miRNAs, mRNAs, and long noncoding RNAs (lncRNAs)) and proteins, which serve as specific biomarkers that regulate various stages of CVD. For example, miRNAs encapsulated within exosomes (e.g., miR-21, miR-133a, and miR-155) are closely associated with atherosclerosis, myocardial infarction, coronary artery disease, and stroke, and changes in their abundance can serve as diagnostic and prognostic indicators. Additionally, the composition of Mφ-Exos, including miRNAs, lipids, and proteins, plays a significant role in the initiation, progression, and inflammation of CVD. Research on Mφ-Exos provides new directions for early diagnosis, mechanistic exploration, and novel therapeutic targets in CVD. However, challenges remain regarding exosome isolation and identification technologies. Future studies need to further explore the biological properties of exosomes and develop more efficient, economical, and straightforward isolation methods. This review summarizes the multifaceted regulatory roles of Mφ-Exos in CVD, encompassing key processes such as inflammation, angiogenesis, metabolism, and cell death. Research has shown that M1-Exos promote the progression and exacerbation of CVD through pro-inflammatory and pro-fibrotic mechanisms, while M2-Exos demonstrate significant therapeutic potential via anti-inflammatory, pro-angiogenic, and metabolic reprogramming pathways. These findings not only reveal the complex mechanisms of Mφ-Exos in CVD but also provide new perspectives and potential targets for early diagnosis and precision treatment of the disease.