Exosomes are small vesicles that carry molecules from one cell to another. They have many features that make them interesting for research, such as their stability, low immunogenicity, size of the nanoscale, toxicity, and selective delivery. Exosomes can also interact with viruses in diverse ways. Emerging research highlights the significant role of exosomes in viral infections, particularly in the context of diseases like COVID-19, HIV, HBV and HCV. Understanding the intricate interplay between exosomes and the human immune system holds great promise for the development of effective antiviral therapies. An important aspect is gaining clarity on how exosomes influence the immune system and enhance viral infectivity through their inherent characteristics. By leveraging the innate properties of exosomes, viruses exploit the machinery involved in exosome biogenesis to set replication, facilitate the spread of infection, and eliminate immune responses. They can either help or hinder viral infection by modulating the immune system. This review summarizes the recent findings on how exosomes mediate viral infection and how they can be used for diagnosis or therapy. This could lead to new clinical applications of exosomes in disease management.