Extracellular vesicles (EVs) are nanoparticles containing various bioactive cargos—e.g., proteins, RNAs, and lipids—that are released into the environment by all cell types. They are involved in, amongst other functions, intercellular communication. This article presents studies on EVs produced by the probiotic yeast Saccharomyces boulardii CNCM I-745. The size distribution and concentration of EVs in the liquid culture of yeast were estimated. Moreover, the vesicles of S. boulardii were tested for their cytotoxicity against three model human intestinal cell lines. This study did not show any significant negative effect of yeast EVs on these cells under tested conditions. In addition, EVs of S. boulardii were verified for their ability to internalize in vitro with human cells and transfer their cargo. The yeast vesicles were loaded with doxorubicin, an anticancer agent, and added to the cellular cultures. Subsequently, microscopic observations revealed that these EVs transferred the compound to human intestinal cell lines. A cytotoxicity test confirmed the activity of the transferred doxorubicin. Detailed information about the proteins present in EVs might be important in terms of exploring yeast EVs as carriers of active molecules. Thus, proteomic analysis of the EV content was also conducted within the present study, and it allowed the identification of 541 proteins after matching them to the Saccharomyces Genome Database (SGD). Altogether, this study provides strong evidence that the EVs of the probiotic CNCM I-745 strain could be considered a drug delivery system.