Movement and regular physical activity are two important factors that help the human body prevent, reduce and treat different chronic diseases such as obesity, type 2 diabetes, heart diseases, hypertension, sarcopenia, cachexia and cancer. During exercise, several tissues release molecules into the blood stream, and are able to mediate beneficial effects throughout the whole body. In particular, contracting skeletal muscle cells have the capacity to communicate with other organs through the release of humoral factors that play an important role in the mechanisms of adaptation to physical exercise. These muscle-derived factors, today recognized as myokines, act as endocrine and paracrine hormones. Moreover, exercise may stimulate the release of small membranous vesicles into circulation, whose composition is influenced by the same exercise. Combining the two hypotheses, these molecules related to exercise, named exer-kines, might be secreted from muscle cells inside small vesicles (nanovesicles). These could act as messengers in tissue cross talk during physical exercise. Thanks to their ability to deliver useful molecules (such as proteins and miRNA) in both physiological and pathological conditions, extracellular vesicles can be thought of as promising candidates for potential therapeutic and diagnostic applications for several diseases.