Extracellular vesicles (EVs) are a group of vesicles with membrane structure released by cells, including exosomes, microvesicles, apoptotic bodies, and oncosomes. EVs are now recognized as important tools of cell-to-cell communication, allowing cells to exchange proteins, lipids, and genetic material to participate in physiological and pathological processes. It has been reported that EVs regulate host-pathogen interactions and participate in pathological processes of infectious disease, neurological diseases, cancer, cardiovascular diseases, etc., it also plays an important role in the process of growth and development. EVs have a bright future in clinical application. They can be used to monitor clinical status, therapeutic effect, and disease progression. At the same time, EVs have the potential to be developed as clinical drug delivery vectors due to their ability to deliver biomolecules. However, it is still unclear whether EVs are reliable and useful markers for the diagnosis or early detection of obesity, and whether they can be used as drug vectors for the treatment of obesity. In this review, we summarize the research progress of EVs and obesity. It is hoped that EVs may become a new target in the diagnosis and treatment of obesity.