Severe dengue is a global health threat, affecting 4 billion people, with nearly 1 million hospitalizations during epidemics and around 25,000 annual deaths. Severe dengue presentations are characterized by vascular leakage, hemorrhagic manifestations, and shock, which can lead to multiorgan failure. Recent studies highlight the crucial role of extracellular vesicles (EVs) in the pathogenesis of dengue, influencing immune response and disease progression. EVs, nanometric structures secreted by cells, mediate viral dissemination, immune modulation, and endothelial dysfunction by transporting biomolecules such as microRNAs (miRNAs) and viral proteins. Infected cell-derived EVs carry viral components, including NS protein and miRNAs like miR-21 and miR-126-5p, which compromise endothelial integrity and activate immune pathways such as Toll-like receptor, NF-κB, and JAK-STAT signaling. This, together with the immune response, leads to the release of pro-inflammatory cytokines, including TNF-α, IL-1β, IL-6, and IFN-γ. EVs also facilitate viral immune evasion by suppressing antiviral responses. Recent analyses of miRNAs within EVs suggest their potential as biomarkers for disease progression. Differentially expressed miRNAs in circulating EVs correlate with severe outcomes, providing tools for risk stratification and therapeutic monitoring. Advanced techniques, such as nanoparticle tracking analysis and flow cytometry, allow precise EV characterization, supporting their integration into clinical applications.