Exosomes are double phospholipid membrane vesicles that are synthesized and secreted by a variety of cells, including T cells, B cells, dendritic cells, immune cells, are extracellular vesicles. Recent studies have revealed that exosomes can play a significant role in under both physiological and pathological conditions. They have been implicated in regulation of inflammatory responses, immune response, angiogenesis, tissue repair, and antioxidant activities, particularly in modulating immunity in autoimmune diseases (AIDs). Moreover, variations in the expression of exosome-related substances, such as miRNA and proteins, may not only offer valuable perspectives for the early warning, and prognostic assessment of various AIDs, but may also serve as novel markers for disease diagnosis. This article examines the impact of exosomes on the development of AIDs and explores their potential for therapeutic application.