Asthma is a frequently diagnosed chronic pulmonary disease that is increasing in incidence. It is characterized by airway narrowing due to an immune response to allergens, infections, or air pollutants. Several types of cells participate in the initiation and development of asthma, including bronchial epithelial cells, smooth muscle cells, and immune cells (mast cells, T and B cells, and dendritic cells). Exosomes released in the asthmatic microenvironment exert a crucial function in intercellular signaling by transporting their contents, such as RNA, DNA, proteins, and lipid mediators, to recipient cells, which play key roles in the pathogenesis of asthma. In the present review, we summarize currently available information on the function of exosomes in the asthmatic microenvironment.