Since their discovery, extracellular vesicles (EVs), first exosomes and then microvesicles, have attracted a large deal of interest among scientists and have been extensively characterized in recent years. Sixty years of knowledge and studies have led to the consideration of these unique biological nanostructures as potential weapons to support the diagnosis and therapy of different diseases. EVs are deeply involved in triggering multiple intracellular signaling pathways, with important participation in the immune response and antitumor activity. These nanovesicles reflect the biochemical characteristics of the cells from which they derive in terms of protein, lipid and genetic content, carrying specific bioactive molecules able to modify the gene expression in recipient cells. In this chapter, we describe EVs in general, and then we focus on the principal EVs secreted by human NK cells, exosomes, and microvesicles, namely, NKEVs, NKExo, and NKMV, respectively. We provide an overview on their biology, functionality, and possible future applications in the field of medicine, particularly in the fight against cancer. Indeed, NKEVs have the ideal characteristics to support the immune system in performing immunosurveillance and to counter, directly or indirectly, the onset and spread of cancer.