Over the past decade, therapeutic messenger RNAs (mRNAs) have emerged as a highly promising new class of drugs for protein replacement therapies. Due to the recent developments, the incorporation of modified nucleotides in synthetic mRNAs can lead to maximizing protein expression and reducing adverse immunogenicity. Despite these stunning improvements, mRNA therapy is limited by the need for the development of safe and efficient carriers to protect the mRNA integrity for in vivo applications. Recently, leading candidates for in vivo drug delivery vehicles are cell-derived exosomes, which have fewer immunogenic responses. In the current study, the key hurdles facing mRNA-based therapeutics, with an emphasis on recent strategies to overcoming its immunogenicity and instability, were highlighted. Then the immunogenicity and toxicity of exosomes derived from various cell sources were mentioned in detail. Finally, an overview of the recent strategies in using exosomes for mRNA delivery in the treatment of multiple diseases was stated.