Extracellular vesicles (EVs) have emerged as a cell-free therapeutic approach, garnering increasing attention for their potential to enhance the safety and efficacy of immunotherapy. This interest is primarily driven by the biocompatibility and cell/tissue tropism inherent to EVs, but also due to their reconfigurable content. This, termed as cargo, may comprise bioactive molecules as proteins, lipids, and nucleic acids that play a pivotal role in mediating intercellular communication. In particular, dendritic cells-derived extracellular vesicles (DC-EVs) facilitate the transfer of critical components, like antigens and immune-regulatory factors, and due to the expression of major histocompatibility complexes and co-stimulatory molecules on their surface can activate T cells, thereby modulating the immune response. Additionally, DC-EVs can be engineered to transport tumor-specific antigens, cytokines, or other agents in order to strength their immunotherapeutic potential, and even be used in vaccines formulation. In this review, the latest advancements in engineering DC-EVs to improve their immunotherapeutic potential is discussed in detail, while also addressing current challenges associated with DC-EVs therapies.