The central nervous system (CNS) consists of a heterogeneous population of cells with highly specialized functions. For optimal functioning of the CNS, in disease and in health, intricate communication between these cells is vital. One important mechanism of cellular communication is the release and uptake of extracellular vesicles (EVs). EVs are membrane enclosed particles actively released by cells, containing a wide array of proteins, lipids, RNA, and DNA. These EVs can be taken up by neighboring or distant cells, and influence a wide range of processes. Due to the complexity and relative inaccessibility of the CNS, our current understanding of the role of EVs is mainly derived in vitro work. However, recently new methods and techniques have opened the ability to study the role of EVs in the CNS in vivo. In this review, we discuss the current developments in our understanding of the role of EVs in the CNS in vivo.