Atherosclerosis is the main pathogenic substrate for cardiovascular diseases (CVDs). Initially categorized as a passive cholesterol storage disease, nowadays, it is considered an active process, identifying inflammation among the key players for its initiation and progression. Despite these advances, patients with CVDs are still at high risk of thrombotic events and death, urging to deepen into the molecular mechanisms underlying atherogenesis, and to identify novel diagnosis and prognosis biomarkers for their stratification. In this context, extracellular vesicles (EVs) have been postulated as an alternative in search of novel biomarkers in atherosclerotic diseases, as well as to investigate the crosstalk between the cells participating in the processes leading to arterial remodelling. EVs are nanosized lipidic particles released by most cell types in physiological and pathological conditions, that enclose lipids, proteins, and nucleic acids from parental cells reflecting their activation status. First considered cellular waste disposal systems, at present, EVs have been recognized as active effectors in a myriad of cellular processes, and as potential diagnosis and prognosis biomarkers also in CVDs. This review summarizes the role of EVs as potential biomarkers of CVDs, and their involvement into the processes leading to atherosclerosis.