Primary Sjögren's disease (pSD) is a systemic autoimmune disorder characterized by exocrine gland dysfunction and lymphocytic infiltration, leading to dry mouth and eyes. Increasing evidence implicates extracellular vesicles, particularly exosomes, as critical mediators of immune regulation in pSD. This review outlines the biogenesis, molecular composition, and immunomodulatory functions of exosomes, and summarizes their emerging roles in the pathogenesis, diagnosis, and potential treatment of pSD. Exosomes derived from immune and glandular cells carry diverse cargoes, such as miRNAs, proteins, and nucleic acids, that modulate disease-relevant immune pathways. For example, exosomal miR-BART13-3p from Epstein-Barr virus-infected B cells suppresses STIM1 and AQP5, impairing salivary gland function, while PD-L1-enriched exosomes from mesenchymal stem cells inhibit T follicular helper cell polarization via the PI3K/AKT pathway, thereby modulating B-cell activation. Additional exosomal cargoes affect Th17/Treg balance, inflammasome activation, and type I interferon signaling. We also highlight the diagnostic potential of disease-specific exosomal markers in plasma and discuss advances in preclinical studies using exosomes as therapeutic agents. However, significant challenges remain, including cargo heterogeneity, lack of standardized isolation methods, and limited clinical data, all of which hinder the translation of exosome-based therapies into clinical practice. By integrating mechanistic and translational findings, this review provides a comprehensive perspective on the immunological and clinical relevance of exosomes in pSD. These insights may guide future development of diagnostic biomarkers and targeted therapies in autoimmune diseases.