Exosomes, considered as cell debris or garbage bags, have been later characterized as nanometer-sized extracellular double-membrane lipid bilayer bio-vesicles secreted by the fusion of vesicular bodies with the plasma membrane. The constituents and the rate of exosomes formation differ in different pathophysiological conditions. Exosomes are also observed and studied in different parts of the eye, like the retina, cornea, aqueous, and vitreous humor. Tear fluid consists of exosomes that are shown to regulate various cellular processes. The role of exosomes in eye cancers, especially retinoblastoma (RB), is not well explored, although few studies point towards their presence. Retinoblastoma is an intraocular tumor that constitutes 3% of cases of cancer in children. Diagnosis of RB may require invasive procedures, which might lead to the spread of the disease to other parts. Due to this reason, better ways of diagnosis are being explored. Studies on the exosomes in RB tumors and serum might help designing better diagnostic approaches for RB. In this article, we reviewed studies on exosomes in the eye, with a special emphasis on RB. We also reviewed miRNAs expressed in RB tumor, serum, and cell lines and analyzed the targets of these miRNAs from the proteins identified in the RB tumor exosomes. hsa-miR-494 and hsa-miR-9, upregulated and downregulated, respectively in RB, have the maximum number of targets. Although oppositely regulated, they share the same targets in the proteins identified in RB tumor exosomes. Overall this review provides the up-to-date progress in the area of eye exosome research, with an emphasis on RB.