Despite the considerable advancements in oncology, cancer remains one of the leading causes of death worldwide. Drug resistance mechanisms acquired by cancer cells and inefficient drug delivery limit the therapeutic efficacy of available chemotherapeutics drugs. However, studies have demonstrated that nano-drug carriers (NDCs) can overcome these limitations. In this sense, exosomes emerge as potential candidates for NDCs. This is because exosomes have better organotropism, homing capacity, cellular uptake, and cargo release ability than synthetic NDCs. In addition, exosomes can serve as NDCs for both hydrophilic and hydrophobic chemotherapeutic drugs. Thus, this review aimed to summarize the latest advances in cell-free therapy, describing how the exosomes can contribute to each step of the carcinogenesis process and discussing how these nanosized vesicles could be explored as nano-drug carriers for chemotherapeutics.