Extracellular vesicles (EVs), tiny packages of information released by cells, are well established as being involved in unwanted cell-to-cell communication in cancer. EVs from cancer cells have been associated with the spread of drug resistance, immune suppression, and metastasis. Additional to cancer cells, the tumour microenvironment (TME) involves many cell types -including immune cells, fibroblasts, and endothelial cells, each of which has a potential role in how tumours grow, spread, and respond (or otherwise) to therapy. This review collates and distils research developments regarding the role of EVs in multi-way communication between cells in the TME. Further research including tailored clinical studies are now warranted to determine how best to prevent this extensive adverse communication occurring and/or how best to exploit it for biomarker discovery and as a therapeutic approach, in the interest of patients and also for economic benefit.