Extracellular vesicles (EVs) are small membrane-bound particles that are naturally released from cells. They are recognized as potent vehicles of intercellular communication both in prokaryotes and eukaryotes. Because of their capacity to carry biological macromolecules such as proteins, lipids and nucleic acids, EVs influence different physiological and pathological functions of both parental and recipient cells. Although multiple pathways have been proposed for cytokine secretion beyond the classical ER/Golgi route, EVs have recently recognized as an alternative secretory mechanism. Interestingly, cytokines/chemokines exploit these vesicles to be released into the extracellular milieu, and also appear to modulate their release, trafficking and/or content. In this review, we provide an overview of the cytokines/chemokines that are known to be associated with EVs or their regulation with a focus on TNFα, IL-1β and IFNs.