Exosomes, a subgroup of extracellular vesicles, are important mediators of long‐distance intercellular communication and are involved in a diverse range of biological processes such as the transport of lipids, proteins, and nucleic acids. Researchers, seeing the problems caused by the toxic effects and clearance of synthetic nanoparticles, consider exosomes as an interesting alternative to such nanoparticles in the specific and controlled transport of drugs. In recent years, there have been remarkable advances in the use of exosomes in cancer therapeutics or for treating neurological diseases, among other applications. The objective of this work is to analyze studies focused on exosomes used in drug delivery system, present and future applications in this field of research are discussed based on the results obtained.