Extracellular vesicles (EVs), including exosomes, play a key role in inter and intracellular communication, promoting the proliferation and invasion of recipient cells to support tumor growth and metastasis. Metastasis comprises multiple steps that first include the detachment of tumor cells through epithelial to mesenchymal transition (EMT), allowing the physical dissemination to distant organs. Thereafter, cancer-derived exosomes are still critical components for preparing the tumor microenvironment by (i) enabling tumor cells to escape from the immunological surveillance and (ii) arranging the pre-metastatic site for the engraftment of detached cancer cells. In this review, we discuss the multifaceted role of EVs in the multiple steps of metastasis. Future research directions draw attention to EVs as biological targets for cancer diagnosis, prognosis and therapy. However, due to their significant role in cell communication, they may become a valuable drug delivery system.