Shiga toxin is the main virulence factor of enterohemorrhagic Escherichia coli, a non-invasive pathogen that releases virulence factors in the intestine, causing hemorrhagic colitis and, in severe cases, hemolytic uremic syndrome (HUS). HUS manifests with acute renal failure, hemolytic anemia and thrombocytopenia. Shiga toxin induces endothelial cell damage leading to platelet deposition in thrombi within the microvasculature and the development of thrombotic microangiopathy, mostly affecting the kidney. Red blood cells are destroyed in the occlusive capillary lesions. This review focuses on the importance of microvesicles shed from blood cells and their participation in the prothrombotic lesion, in hemolysis and in the transfer of toxin from the circulation into the kidney. Shiga toxin binds to blood cells and may undergo endocytosis and be released within microvesicles. Microvesicles normally contribute to intracellular communication and remove unwanted components from cells. Many microvesicles are prothrombotic as they are tissue factor- and phosphatidylserine-positive. Shiga toxin induces complement-mediated hemolysis and the release of complement-coated red blood cell-derived microvesicles. Toxin was demonstrated within blood cell-derived microvesicles that transported it to renal cells, where microvesicles were taken up and released their contents. Microvesicles are thereby involved in all cardinal aspects of Shiga toxin-associated HUS, thrombosis, hemolysis and renal failure.