Obstructive sleep apnea (OSA) is characterized by recurrent upper airway collapse during sleep resulting in impaired blood gas exchange, namely intermittent hypoxia (IH) and hypercapnia, fragmented sleep (SF), increased oxidative stress and systemic inflammation. Among a myriad of potential associated morbidities, OSA has been particularly implicated as mechanistically contributing to the prevalence and severity of cardiovascular diseases (CVD). However, the benefits of continuous positive airway pressure (CPAP), which is generally employed in OSA treatment, to either prevent or improve CVD outcomes remain unconvincing, suggesting that the pathophysiological mechanisms underlying the incremental CVD risk associated with OSA are not clearly understood. One of the challenges in development of non-invasive diagnostic assays is the ability to identify clinically and mechanistically relevant biomarkers. Circulating extracellular vesicles (EVs) and their cargos reflect underlying changes in cellular homeostasis and can provide insights into how cells and systems cope with physiological perturbations by virtue of the identity and abundance of miRNAs, mRNAs, proteins, and lipids that are packaged in the EVs under normal as well as diseased states, such as OSA. EVs can not only provide unique insights into coordinated cellular responses at the organ or systemic level, but can also serve as reporters of the effects of OSA in CVD, either by their properties enabling regeneration and repair of injured vascular cells or by damaging them. Here, we highlight recent progress in the pathological CVD consequences of OSA, and explore the putative roles of EVs in OSA-associated CVD, along with emerging diagnostic and therapeutic opportunities. The reviews of this paper are available via the supplemental material section.