Tumor microenvironment (TME) is composed of different cellular populations, such as stromal, immune, endothelial, and cancer stem cells. TME represents a key factor for tumor heterogeneity maintenance, tumor progression, and drug resistance. The transport of molecules via extracellular vesicles emerged as a key messenger in intercellular communication in the TME. Exosomes are small double-layered lipid extracellular vesicles that can carry a variety of molecules, including proteins, lipids, and nucleic acids. Exosomal miRNA released by cancer cells can mediate phenotypical changes in the cells of TME to promote tumor growth and therapy resistance, for example, fibroblast- and macrophages-induced differentiation. Cancer stem cells can transfer and enhance drug resistance in neighboring sensitive cancer cells by releasing exosomal miRNAs that target antiapoptotic and immune-suppressive pathways. Exosomes induce drug resistance by carrying ABC transporters, which export chemotherapeutic agents out of the recipient cells, thereby reducing the drug concentration to suboptimal levels. Exosome biogenesis inhibitors represent a promising adjunct therapeutic approach in cancer therapy to avoid the acquisition of a resistant phenotype. In conclusion, exosomal miRNAs play a crucial role in the TME to confer drug resistance and survivability to tumor cells, and we also highlight the need for further investigations in this promising field.