Innate immunity is the first line of the host immune system to fight against infections. Natural killer cells are the innate immunity lymphocytes responsible for fighting against virus-infected and cancerous cells. They have various mechanisms to suppress viral infections. On the other hand, viruses have evolved to utilize different ways to evade NK cell-mediated responses. Viruses can balance the response by regulating the cytokine release pattern and changing the proportion of activating and inhibitory receptors on the surface of NK cells. Exosomes are a subtype of extracellular vesicles that are involved in intercellular communication. Most cell populations can release these nano-sized vesicles, and it was shown that these vesicles produce identical outcomes to the originating cell from which they are released. In recent years, the role of NK cell-derived exosomes in various diseases including viral infections has been highlighted, drawing attention to utilizing the therapeutic potential of these nanoparticles. In this article, the role of NK cells in various viral infections and the mechanisms used by viruses to evade these important immune system cells are initially examined. Subsequently, the role of NK cell exosomes in controlling various viral infections is discussed. Finally, the current position of these cells in the treatment of viral infections and the therapeutic potential of their exosomes are reviewed.