Extracellular vesicles (EVs) have garnered considerable interest owing to their essential functions in intercellular communication and their potential to influence various physiological responses. Exercise has been shown to modulate the release and uptake of EVs, with effects varying according to the intensity of physical activity and the specific cell types involved. The involvement of EVs in exercise-induced adaptations is multifaceted, influencing numerous physiological systems. They are considered key mediators of the health benefits associated with exercise, facilitating cellular signaling and contributing to tissue protection mechanisms. In this chapter, we provide a concise overview of the classification, origin, isolation, and characterization of EVs. We specifically focus on current knowledge regarding EV release and regulation in the context of systemic adaptations to exercise training. Additionally, we summarize the effects of EVs in mediating the health-promoting effects of exercise, particularly in the prevention and treatment of diseases such as cardiovascular disorders, diabetes mellitus, and cancer. Finally, we discuss the involvement of EVs in inter-tissue communication during exercise, outline future research directions, and highlight key challenges in the field.