Cancer treatment still represents a formidable challenge, despite substantial advancements in available therapies being made over the past decade. One major issue is poor therapeutic efficacy due to lack of specificity and low bioavailability. The progress of nanotechnology and the development of a variety of nanoplatforms have had a significant impact in improving the therapeutic outcome of chemotherapeutics. Nanoparticles can overcome various biological barriers and localize at tumor site, while simultaneously protecting a therapeutic cargo and increasing its circulation time. Despite this, due to their synthetic origin, nanoparticles are often detected by the immune system and preferentially sequestered by filtering organs. Exosomes have recently been investigated as suitable substitutes for the shortcomings of nanoparticles due to their biological compatibility and particularly small size (i.e., 30-150 nm). In addition, exosomes have been found to play important roles in cell communication, acting as natural carriers of biological cargoes throughout the body. This review aims to highlight the use of exosomes as drug delivery vehicles for cancer and showcases the various attempts used to exploit exosomes with a focus on the delivery of chemotherapeutics and nucleic acids.