B-cell lymphomas are composed of tumor cells and the tumor microenvironment, which is conventionally thought to be composed of a mixture of stromal cells, blood vessels, immune cells, and non-cell components, such as extracellular matrix, cytokines, and chemokines. Exosomes, small endocytically derived vesicles that have been proved to be present in a variety of tumor niches and involved in mediating cell signaling networks, are increasingly regarded as important components of tumor microenvironment. In this review, we first focus on the biogenesis, biodistribution, transportation, and other general characteristics of exosomes and then highlight the vital roles of exosomes in lymphomagenesis and disease progression, particularly from the perspective of immune dysfunction, virus infection, and therapeutic resistance mechanisms.