Intercellular interactions are essential for basic cellular activities and errors in either receiving or transferring these signals have shown to cause pathological conditions. These signals are not only regulated by membrane surface molecules but also by soluble secreted proteins, thereby allowing for an exquisite coordination of cell functions. Exosomes are released by cells upon fusion of multivesicular bodies (MVB) with the plasma membrane. Their envelope reflects their cellular origin and their surface and internal contents include important signaling components. Exosomes contain a wide variety of proteins, lipids, RNAs, non-transcribed RNAs, miRNAs and small RNAs that are representative to their cellular origin and shuttle from donor cells to recipient cells. The exosome formation cargo content and delivery is of immense biological interest because exosomes are believed to play major roles in various pathological conditions, and therefore provide unique opportunities for biomarker discovery and development of non-invasive diagnostics when examined in biological fluids such as urine and blood plasma. For example, circulating miRNAs in exosomes have been applied as functional biomarkers for diagnosis and outcomes prediction, while synthetic miRNAs in polymer-based nanoparticles are applicable for therapeutics. This review provides insights into the composition and functional properties of exosomes, and focuses on their potential value as diagnostic markers in the context of cardiovascular disease risk estimates in children who suffer from conditions associated with heightened prevalence of adverse cardiovascular disease, namely obesity and sleep-disordered-breathing.