Extracellular vesicles (EVs), particularly exosomes, have emerged in the last 10 years as a new player in the progression of Alzheimer's disease (AD) with high potential for being useful as a diagnostic and treatment tool. Exosomes and other EVs are enriched with the sphingolipid ceramide as well as other more complex glycosphingolipids such as gangliosides. At least a subpopulation of exosomes requires neutral sphingomyelinase activity for their biogenesis and secretion. As ceramide is often elevated in AD, exosome secretion may be affected as well. Here, we review the available data showing that exosomes regulate the aggregation and clearance of amyloid-beta (Aβ) and discuss the differences in data from laboratories regarding Aβ binding, induction of aggregation, and glial clearance. We also summarize available data on the role of exosomes in extracellular tau propagation, AD-related exosomal mRNA/miRNA cargo, and the use of exosomes as biomarker and gene therapy vehicles for diagnosis and potential treatment.