The term pulmonary hypertension (PH) refers to different conditions, all characterized by increased pressure and resistance in the pulmonary arterial bed. PH has a wide range of causes (essentially, cardiovascular, pulmonary, or connective tissue disorders); however, idiopathic (i.e., without a clear cause) PH exists. This chronic, progressive, and sometimes devastating disease can finally lead to right heart failure and eventually death, through pulmonary vascular remodeling and dysfunction. The exact nature of PH pathophysiology is sometimes still unclear. Extracellular vesicles (EVs), previously known as apoptotic bodies, microvesicles, and exosomes, are small membrane-bound vesicles that are generated by almost all cell types and can be detected in a variety of physiological fluids. EVs are involved in intercellular communication, thus influencing immunological response, inflammation, embryogenesis, aging, and regenerative processes. Indeed, they transport chemokines, cytokines, lipids, RNA and miRNA, and other biologically active molecules. Although the precise functions of EVs are still not fully known, there is mounting evidence that they can play a significant role in the pathophysiology of PH. In this review, after briefly recapping the key stages of PH pathogenesis, we discuss the current evidence on the functions of EVs both as PH biomarkers and potential participants in the distinct pathways of disease progression.