Exosomes, the smallest group of extracellular vesicles, carry proteins, miRNA, mRNA, DNA, and lipids, which they efficiently deliver to recipient cells, generating a communication network. Exosomes strongly contribute to the immune suppressive tumor microenvironment of head and neck squamous cell carcinomas (HNSCC). Isolation of exosomes from HNSCC cell culture or patient’s plasma allows for analyzing their molecular cargo and functional role in immune suppression and tumor progression. Immune affinity-based separation of different exosome subsets, such as tumor-derived or T cell-derived exosomes, from patient’s plasma simultaneously informs about tumor status and immune dysfunction. In this review, we discuss the recent understanding of how exosomes behave in the HNSCC tumor microenvironment and why they are promising liquid biomarkers for diagnosis, prognosis, and therapy in HNSCC.