Drug resistance is a major impediment in cancer therapy which strongly reduces the efficiency of anti-cancer drugs. Exosomes are extracellular vesicles with cup or spherical shape with a size range of 40–150 nm released by eukaryotic cells that contain genetic materials, proteins, and lipids which mediate a specific cell-to-cell communication. The potential roles of exosomes in intrinsic and acquired drug resistance have been reported in several studies. Furthermore, a line of evidence suggested that the content of exosomes released from tumor cells in biological samples may be associated with the clinical outcomes of cancer patients. In this review, we highlighted the recent studies regarding the potential roles of exosomes in tumor initiation, progression, and chemoresistance. This study suggests the possible role of exosomes for drug delivery and their contents in prognosis and resistance to chemotherapy in cancer patients.