Tuberculosis (TB), caused by Mycobacterium tuberculosis (Mtb), has been the world’s driving fatal bacterial contagious disease globally. It continues a public health emergency, and around one-third of the global community has been affected by latent TB infection (LTBI). This is mostly due to the difficulty in diagnosing and treating patients with TB and LTBI. Exosomes are nanovesicles (40–100 nm) released from different cell types, containing proteins, lipids, mRNA, and miRNA, and they allow the transfer of one’s cargo to other cells. The functional and diagnostic potential of exosomal miRNAs has been demonstrated in bacterial infections, including TB. Besides, it has been recognized that cells infected by intracellular pathogens such as Mtb can be secreting an exosome, which is implicated in the infection’s fate. Exosomes, therefore, open a unique viewpoint on the investigative process of TB pathogenicity. This study explores the possible function of exosomal miRNAs as a diagnostic biomarker. Moreover, we include the latest data on the pathogenic and therapeutic role of exosomal miRNAs in TB.