Parasitic diseases have a significant impact on human and animal health, representing a major hazard to the public and causing economic and health damage worldwide. Extracellular vesicles (EVs) have long been recognized as diagnostic and therapeutic tools but are now also known to be implicated in the natural history of parasitic diseases and host immune response modulation. Studies have shown that EVs play a role in parasitic disease development by interacting with parasites and communicating with other types of cells. This review highlights the most recent research on EVs and their role in several aspects of parasite‐host interactions in five key parasitic diseases: Chagas disease, malaria, toxoplasmosis, leishmaniasis and helminthiases. We also discuss the potential use of EVs as diagnostic tools or treatment options for these infectious diseases.