Elevated circulating platelet-derived extracellular vesicles (pEVs) have been associated with arterial hypertension. The role of hypertension-mediated organ damage (HMOD) to induce EV release is still unknown. We studied the micro- and macro-vascular changes (retinal vascular density and pulse wave velocity), endothelial function (flow-mediated vasodilation of brachial artery and finger plethysmography), and assessed the psychosocial status (anxiety and depression) in hypertensive patients to determine their relationship with EV release. Pulse wave velocity showed a significant positive correlation with pEVs (r = 0.33; p = 0.01). Systolic blood pressure (SBP) negatively correlated with retinal vascularity. The superficial retinal vascular plexus density in the whole image showed a significant negative correlation with 24 h SBP (r = −0.38, p < 0.01), day-SBP (r = −0.35, p = 0.01), and night-SBP (r = −0.27, p = 0.04). pEVs did not show significant associations with microvascular damage (retinal vascular density), endothelial function (flow-mediated vasodilation of brachial artery and finger plethysmography), or psychosocial status (anxiety and depression). Our results indicate that the pEV levels were associated with macrovascular damage measured by PWV, whereas no significant association between pEVs and microvascular damage, endothelial function, or emotional status could be detected. The potential utility of pEV in clinical practice in the context of HMOD may be limited to macrovascular changes.