Myeloproliferative Neoplasms (MPN) are acquired clonal disorders of the hematopoietic stem cells and include Essential Thrombocythemia, Polycythemia Vera and Myelofibrosis. MPN are characterized by mutations in three driver genes (JAK2, CALR and MPL) and by a state of chronic inflammation. Notably, MPN patients experience increased risk of thrombosis, disease progression, second neoplasia and evolution to acute leukemia. Extracellular vesicles (EVs) are a heterogeneous population of microparticles with a role in cell-cell communication. The EV-mediated cross-talk occurs via the trafficking of bioactive molecules such as nucleic acids, proteins, metabolites and lipids. Growing interest is focused on EVs and their potential impact on the regulation of blood cancers. Overall, EVs have been suggested to orchestrate the complex interplay between tumor cells and the microenvironment with a pivotal role in “education” and “crafting” of the microenvironment by regulating angiogenesis, coagulation, immune escape and drug resistance of tumors. This review is focused on the role of EVs in MPN. Specifically, we will provide an overview of recent findings on the involvement of EVs in MPN pathogenesis and discuss opportunities for their potential application as diagnostic and prognostic biomarkers.