Breast cancer (BC) remains the leading malignant tumor type among females worldwide. The patients with BC are still faced with undesirable metastasis, relapse rate, and drug resistance. Exosomes are defined as naturally occurring extracellular vesicles (EVs) with typical biomarkers that reflect the characteristics of the parent cells. Exosomes are crucial mediators involved in intercellular communication. By transferring multiple cargoes, represented by proteins, nucleic acids, lipids, metabolites, exosomes contribute to reshaping the recipient cell function and fate. Growing evidence has documented that exosomes originating from BC cells are important participants involved in BC progression and treatments. Nanoparticle-based technology is the cutting-edge field for renewing pharmaceuticals and has endowed deep improvements in precise BC treatment. Additionally, due to their perfect features of the low immune prototype, limited adverse effects, prolongated circulation, and easy modification, exosomes have received much attention as candidates in nano-medicine of BC. The nanoplatforms constructed by exosomes have safety, intelligence, biomimetic, and controlled released advantages for combating BC. Here, we emphasize the multiple exosomes from a variety of cell sources in constructing nanoplatforms for BC therapy, mainly including exosomes and their cargoes, genetically engineered exosomes, and exosome-based carriers. This field would shed light on the promising exosome-based delivery system in BC therapy.