Exosomes are extracellular vesicles secreted by most eukaryotic cells and participate in intercellular communication. The components of exosomes, including proteins, DNA, mRNA, microRNA, long noncoding RNA, circular RNA, etc., which play a crucial role in regulating tumor growth, metastasis, and angiogenesis in the process of cancer development, and can be used as a prognostic marker and/or grading basis for tumor patients. Hereby, we mainly summarized as followed: the role of exosome contents in cancer, focusing on proteins and noncoding RNA; the interaction between exosomes and tumor microenvironment; the mechanisms that epithelial-mesenchymal transition, invasion and migration of tumor affected by exosomes; and tumor suppression strategies based on exosomes. Finally, the application potential of exosomes in clinical tumor diagnosis and therapy is prospected, which providing theoretical supports for using exosomes to serve precise tumor treatment in the clinic.