Cancer can be regarded as an invasive organ that exhibits unique plasticity provided by coordinated, cancer cell-stromal cell communication in the tumour microenvironment. Typical stress factors in the tumour niche, such as hypoxia and acidosis, are major drivers and modulators of these events. Recent findings reveal an important role of extracellular vesicles and lipoproteins in cancer cell adaption to exogenous stress. Adaptive mechanisms include stimulation of angiogenesis and increased metastasis. Here, we will discuss the similarities and distinct features of these endogenous nanoparticles and their roles as signalosomes and nutrient sources in cancer. We will focus on the accumulating evidence for a central role of cell-surface heparan sulphate proteoglycans in the uptake of extracellular vesicles and lipoproteins. This article is part of the discussion meeting issue ‘Extracellular vesicles and the tumour microenvironment’.