Extracellular vesicles (EVs) are different types of membrane-derived vesicles that originate from the endosomal pathway or the plasma membrane. These vesicles are used as "carriers" in intercellular communication, and are responsible for the transfer of biological cargo (lipids, proteins, RNA species, and DNA) between different cells. Despite the shortcomings in our knowledge of EV biology, attempts to employ EVs as natural delivery tools for therapeutic purposes have been partly successful in different settings. In this review, we highlight this unique potential of EVs, and discuss previous examples and future scenarios.