During pregnancy in humans, the physiology of the mother and foetus are finely regulated by many factors. Inappropriate regulation can result in pregnancy disorders, such as complications and foetal abnormalities. The early prediction or accurate diagnosis of related diseases is a concern of researchers. Liquid biopsy can be analysed for circulating cells, cell-free nucleic acids, and exosomes. Because exosomes can be detected in the peripheral blood of women in early pregnancy, these vesicles and their contents have become the focus of early prediction or diagnostic biomarker research on pregnancy complications and foetal developmental disorders. In this review, we focus on recent studies addressing the roles of peripheral blood exosomes and circulating miRNAs in pregnancy complications and in pregnancies with abnormal foetal developmental disorders, with particular attention paid to the potential application value of exosomes and circulating miRNAs as disease-specific biomarkers.