Cellular communication has a fundamental role in both human physiological and pathological states and various mechanisms are involved in the crosstalk between organs. Among these, microparticles (MPs) have an important involvement. MPs are a subtype of extracellular vesicles produced by a variety of cells following activation or apoptosis. They are normally present in physiological conditions, but their concentration varies in pathological states such as cardiovascular disease, diabetes mellitus, or cancer. Acute and chronic physical exercise are able to modify MPs amounts as well. Among various actions, exercise-responsive MPs affect angiogenesis, the process through which new blood vessels grow from pre-existing vessels. Usually, the neo vascular growth has functional role; but an aberrant neovascularization accompanies several oncogenic, ischemic, or inflammatory diseases. In addition, angiogenesis is one of the key adaptations to physical exercise and training. In the present review, we report evidence regarding the effect of various typologies of exercise on circulating MPs that are able to affect angiogenesis.