Exosomes are nanoscale membrane vesicles identified by electron microscopy in 1946. They are approximately 30-150 nanometers in size. Originally, exosomes were thought to be used to eliminate excess components from cells to maintain their normal physiology. In recent years, studies have shown that the function and targeting of specific cellular components in exosomes have important implications for the regulation of cellular communication. In the last few years, exosomes have been implicated in oncology, infections and other diseases and have been shown to have an impact on cancer progression. New advances in cancer immunotherapy have occurred as a result of the identification of Exosomes of immune cell origin, expanding the existing anti-cancer immune response. This paper details exosomes derived from dendritic cells, T-lymphocytes (CD4+ T-cells, CD8+ T-cells, CAR-T-cells), natural killer cells and their promising applications in tumor therapy.