Sorafenib provides survival benefits in patients with advanced renal cell carcinoma (RCC), but its use is hampered by acquired drug resistance. It is important to fully clarify the molecular mechanisms of sorafenib resistance, which can help to avoid, delay or reverse drug resistance. Extracellular vesicles (EVs) can mediate intercellular communication by delivering effector molecules between cells. Here, we studied whether EVs are involved in sorafenib resistance of RCC and its possible molecular mechanisms. Using differential centrifugation, EVs were isolated from established sorafenib‐resistant RCC cells (786‐0 and ACHN), and EVs derived from sorafenib‐resistant cells were uptaken by sensitive parental RCC cells and thus promoted drug resistance. Elevated exogenous miR‐31‐5p within EVs effectively downregulated MutL homolog 1 (MLH1) expression and thus promoted sorafenib resistance in vitro. Mice experiments also confirmed that miR‐31‐5p could mediate drug sensitivity in vivo. In addition, low expression of MLH1 was observed in sorafenib‐resistant RCC cells and upregulation of MLH1 expression restored the sensitivity of resistant cell lines to sorafenib. Finally, miR‐31‐5p level in circulating EVs of RCC patients with progressive disease (PD) during sorafenib therapy was higher when compared to that in the pretherapy status. In conclusion, EVs shuttled miR‐31‐5p can transfer resistance information from sorafenib‐resistant cells to sensitive cells by directly targeting MLH1, and thus magnify the drug resistance information to the whole tumor. Furthermore, miR‐31‐5p and MLH1 could be promising predictive biomarkers and therapeutic targets to prevent sorafenib resistance.