Extracellular vesicles (EVs), including exosomes and microvesicles, are membrane-bound particles released by cells into extracellular space. These vesicles carry various molecules, such as proteins and lipids, and can serve as mediators of intercellular communication. EVs have been implicated in the communication between different cell types in the nervous system, for instance, the neurons and glial cells of the central nervous system (CNS) and peripheral nervous system (PNS). Satellite glial cells (SGCs) surround and support neurons in the sensory ganglia of the PNS, and it has been proposed that the EVs released by SGCs may contribute to the processing of pain-related signals and features. This includes the modulation of neuronal activity, the release of pro-inflammatory signaling molecules, and sensitization. A noticeable finding is that EVs can transfer bioactive molecules, including proteins and microRNAs (miRNAs), between cells, influencing cellular functions such as gene expression regulation involved in the transmission and modulation of pain signals. Schwann cells (SCs) also release EVs. SC-derived EVs sequester TNFR1, influencing TNFα activity and regulating neuroinflammation in peripheral nerve injuries. Understanding peripheral glia’s EVs role in pain processing is an emerging area in neuroscience. Here, the latest findings, challenges, and potential are presented to encourage future research.