Extracellular vesicles (EVs) from various eukaryotes range from 30–1000 nm in diameter, and contain numerous cargoes, such as nucleic acids, proteins, and lipids with various functions, which might be promising biomarkers or important modulating molecules. Research into the roles of EVs in aquatic animals is in its infancy. Limited studies have confirmed the existence of EVs in different kinds of aquatic animals, such as fish, mollusks, crustaceans, and reptiles, and a few of them have shown that EVs have similar roles to those in higher vertebrates. Therefore, research on EVs from aquatic animals will not only deepen our understanding of the complex biological process in aquatic animals, but also will provide evolution-related information. This review summarizes EVs extracted from different aquatic species and their different tissues, including details of their extraction methods, identification, characterization, contents analysis, and application. This review provides a reference for the in-depth study of the extracellular systems of aquatic animals.