Atherosclerotic cardiovascular disease is the leading cause of morbidity and mortality all over the world. Extracellular vesicles (EVs), small lipid-bilayer membrane vesicles released by most cellular types, exert pivotal and multifaceted roles in physiology and disease. Emerging evidence emphasizes the importance of EVs in intercellular communication processes with key effects on cell survival, endothelial homeostasis, inflammation, neoangiogenesis, and thrombosis. This review focuses on EVs as effective signaling molecules able to both derail vascular homeostasis and induce vascular dysfunction, inflammation, plaque progression, and thrombus formation as well as drive anti-inflammation, vascular repair, and atheroprotection. We provide a comprehensive and updated summary of the role of EVs in the development or regression of atherosclerotic lesions, highlighting the link between thrombosis and inflammation. Importantly, we also critically describe their potential clinical use as disease biomarkers or therapeutic agents in atherothrombosis.