Extracellular vesicles (EVs) are cell-derived membrane-bound vesicles involved in many physiological and pathological processes not only in humans but also in all the organisms of the eukaryotic and prokaryotic kingdoms. EV shedding constitutes a fundamental universal mechanism of intra-kingdom and inter-kingdom intercellular communication. A tremendous increase of interest in EVs has therefore grown in the last decades, mainly in humans, but progressively also in animals, parasites, and bacteria. With the present review, we aim to summarize the current status of the EV research on domestic and wild animals, analyzing the content of scientific literature, including approximately 220 papers published between 1984 and 2021. Critical aspects evidenced through the veterinarian EV literature are discussed. Then, specific subsections describe details regarding EVs in physiology and pathophysiology, as biomarkers, and in therapy and vaccines. Further, the wide area of research related to animal milk-derived EVs is also presented in brief. The numerous studies on EVs related to parasites and parasitic diseases are excluded, deserving further specific attention. The literature shows that EVs are becoming increasingly addressed in veterinary studies and standardization in protocols and procedures is mandatory, as in human research, to maximize the knowledge and the possibility to exploit these naturally produced nanoparticles.