Exosomes belong to extracellular vehicles that were produced and secreted from most eukaryotic cells and are involved in cell‐to‐cell communications. They are an effective delivery system for biological compounds such as mRNAs, microRNAs (miRNAs), proteins, lipids, saccharides, and other physiological compounds to target cells. In this way, they could influence on cellular pathways and mediate their physiological behaviors including cell proliferation, tumorigenesis, differentiation, and so on. Many research studies focused on their role in cancers and also on potentially therapeutic and biomarker applications. In the current study, we reviewed the exosomes' effects on cancer progression based on their cargoes including miRNAs, long noncoding RNAs, circular RNAs, DNAs, mRNAs, proteins, and lipids. Moreover, their therapeutic roles in cancer were considered. In this regard, we have given a brief overview of challenges and obstacles in using exosomes as therapeutic agents.