Extracellular vesicles (EVs) play a key role in the communication between cancer cells and stromal components of the tumor microenvironment (TME). In this context, cancer cell-derived EVs can regulate the activation of a CAF phenotype in TME cells, which can be mediated by several EV cargos (e.g., miRNA, proteins, mRNA and lncRNAs). On the other hand, CAF-derived EVs can mediate several processes during tumorigenesis, including tumor growth, invasion, metastasis, and therapy resistance. This review aimed to discuss the molecular aspects of EV-based cross-talk between CAFs and cancer cells during tumorigenesis, in addition to assessing the roles of EV cargo in therapy resistance and pre-metastatic niche formation.