After myocardial infarction (MI), a strong inflammatory response takes place in the heart to remove the dead tissue resulting from ischemic injury. A growing body of evidence suggests that timely resolution of this inflammatory process may aid in the prevention of adverse cardiac remodeling and heart failure post-MI. The present challenge is to find a way to stimulate this process without interfering with the reparative role of the immune system. Extracellular vesicles (EVs) are natural membrane particles that are released by cells and carry different macromolecules, including proteins and non-coding RNAs. In recent years, EVs derived from various stem and progenitor cells have been demonstrated to possess regenerative properties. They can provide cardioprotection via several mechanisms of action, including immunomodulation. In this review, we summarize the role of the innate immune system in post-MI healing. We then discuss the mechanisms by which EVs modulate cardiac inflammation in preclinical models of myocardial injury through regulation of monocyte influx and macrophage function. Finally, we provide suggestions for further optimization of EV-based therapy to improve its potential for the treatment of MI.