Extracellular vesicles (EVs) have emerged as important mediators of homeostasis, immune modulation and intercellular communication. They are released by every cell of the human body and accordingly detected in a variety of body fluids. Interestingly, their expression can be upregulated under various conditions, such as stress, hypoxia, irradiation, inflammation, etc. Their cargo, which is variable and may include lipids, proteins, RNAs and DNA, reflects that of the parental cell, which offers a significant diagnostic potential to EVs. In line with this, an increasing number of studies have reported the important contribution of cancer-derived EVs in altering the tumour microenvironment and allowing for cancer progression and metastasis. As such, cancer-derived EVs may be used to monitor the development and progression of disease and to evaluate the potential response to treatment, which has generated much excitement in the field of oncology and particularly in haemato-oncology. Finally, EVs are able to transfer their cargo to target cells, modifying the properties of the recipient cell, which offers great therapeutic potential for EVs (either by specific drug delivery or by delivery of siRNAs and other inhibitory proteins). In this manuscript, we review the potential diagnostic use and therapeutic options of EVs in the context of haematological malignancies.