Malignant gliomas are the most common and deadly type of central nervous system tumors. Despite some advances in treatment, the mean survival time remains only about 1.25 years. Even after surgery, radiotherapy and chemotherapy, gliomas still have a poor prognosis. Exosomes are the most common type of extracellular vesicles with a size range of 30 to 100 nm, and can act as carriers of proteins, RNAs, and other bioactive molecules. Exosomes play a key role in tumorigenesis and resistance to chemotherapy or radiation. Recent evidence has shown that exosomal microRNAs (miRNAs) can be detected in the extracellular microenvironment, and can also be transferred from cell to cell via exosome secretion and uptake. Therefore, many recent studies have focused on exosomal miRNAs as important cellular regulators in various physiological and pathological conditions. A variety of exosomal miRNAs have been implicated in the initiation and progression of gliomas, by activating and/or inhibiting different signaling pathways. Exosomal miRNAs could be used as therapeutic agents to modulate different biological processes in gliomas. Exosomal miRNAs derived from mesenchymal stem cells could also be used for glioma treatment. The present review summarizes the exosomal miRNAs that have been implicated in the pathogenesis, diagnosis and treatment of gliomas. Moreover, exosomal proteins could also be involved in glioma pathogenesis. Exosomal miRNAs and proteins could also serve as non-invasive biomarkers for prognosis and disease monitoring.