Extracellular vesicles (EVs) represent a generic term for all the secreted vesicles, which include exosomes, microvesicles, and apoptotic bodies. EVs are key partners in the intercellular communication and play an essential role in multiple physiological and pathological conditions. EVs are shuttles for cargo molecules, such as RNA (mRNA, microRNA, and other noncoding RNAs), DNA, proteins (receptors, transcription factors, enzymes, and extracellular matrix proteins), and lipids. In pathological states, including cancer, EVs might represent either useful biomarkers or can be used for therapeutic purposes. Moreover, in cancer, it was demonstrated that EVs play an essential role in drug resistance. Here, we review the role played by EVs in the most common forms of cancer, with a special focus on ovarian and breast cancers.