An increasing number of novel biomaterials have been applied in wound healing therapy. Creating beneficial environments and containing various bioactive molecules, hydrogel- and extracellular vesicle (EV)-based therapies have respectively emerged as effective approaches for wound healing. Moreover, the synergistic combination of these two components demonstrates more favorable outcomes in both chronic and acute wound healing. This review provides a comprehensive discussion and summary of the combined application of EVs and hydrogels to address the intricate scenario of wounds. The wound healing process and related biological mechanisms are outlined in the first section. Subsequently, the utilization of EV-loaded hydrogels during the wound healing process is evaluated and discussed. The moist environment created by hydrogels is conducive to wound tissue regeneration. Additionally, the continuous and controlled release of EVs from various origins could be achieved by hydrogel encapsulation. Finally, recent in vitro and in vivo studies reported on hydrogel dressings loaded with EVs are summarized and challenges and opportunities for the future clinical application of this therapeutic approach are outlined.