Cancer remains one of the most challenging diseases, as many patients show limited therapeutic response to treatment. Liquid biopsy is a minimally invasive method that has the advantage of providing real-time disease information with the least damage to cancer patients. Extracellular vesicles (EVs) released by the parental cells and protected by lipid bilayer membrane structure represent an emerging liquid biopsy modality. Apart from promoting cell growth, proliferation, and migration, EVs and their cargos (mainly miRNAs and proteins) are also biomarkers for cancer diagnosis and prognosis. Furthermore, their alterations pre-and post-therapy can guide therapeutic strategy determinations for better-stratified therapy. In this review, we summarize the potential clinical significance of EVs and their cargos in therapeutic response monitoring and prediction in several cancers (mainly lung cancer, prostate cancer, breast cancer, melanoma, lymphoma, glioblastoma, and head and neck squamous cell carcinoma) and discuss the questions that require future investigation.