Leishmaniasis is a parasitic disease caused by different species of Leishmania and transmitted through the bite of sand flies vector. Macrophages (MΦ), the target cells of Leishmania parasites, are phagocytes that play a crucial role in the innate immune microbial defense and are antigen-presenting cells driving the activation of the acquired immune response. Exploring parasite–host communication may be key in restraining parasite dissemination in the host. Extracellular vesicles (EVs) constitute a group of heterogenous cell-derived membranous structures, naturally produced by all cells and with immunomodulatory potential over target cells. This study examined the immunogenic potential of EVs shed by L. shawi and L. guyanensis in MΦ activation by analyzing the dynamics of major histocompatibility complex (MHC), innate immune receptors, and cytokine generation. L. shawi and L. guyanensis EVs were incorporated by MΦ and modulated innate immune receptors, indicating that EVs cargo can be recognized by MΦ sensors. Moreover, EVs induced MΦ to generate a mix of pro- and anti-inflammatory cytokines and favored the expression of MHCI molecules, suggesting that EVs antigens can be present to T cells, activating the acquired immune response of the host. Since nano-sized vesicles can be used as vehicles of immune mediators or immunomodulatory drugs, parasitic EVs can be exploited by bioengineering approaches for the development of efficient prophylactic or therapeutic tools for leishmaniasis.