Parkinson’s disease (PD) is a slowly progressive neurodegenerative disorder, characterized by the misfolding and aggregation of α-synuclein (α-syn) into Lewy bodies and the degeneration of dopaminergic neurons in the substantia nigra pars compacta. The urge for an early diagnosis biomarker comes from the fact that clinical manifestations of PD are estimated to appear once the substantia nigra has deteriorated and there has been a reduction of the dopamine levels from the striatum. Nowadays, extracellular vesicles (EVs) play an important role in the pathogenesis of neuro-degenerative diseases as PD. A systematic review dated August 2022 was carried out with the Preferred Reporting Items for Systematic Reviews and Meta-Analyses with the aim to analyze the potential role of EVs as biomarkers for PD. From a total of 610 articles retrieved, 29 were eligible. This review discusses the role of EVs biochemistry and their cargo proteins, such as α-syn and DJ-1 among others, detected by a proteomic analysis as well as miRNAs and lncRNAs, as potential biomarkers that can be used to create standardized protocols for early PD diagnosis as well as to evaluate disease severity and progression.