Exosomes are nano-membrane vesicles that various cell types secrete during physiological and pathophysiological conditions. By shuttling bioactive molecules such as nucleic acids, proteins, and lipids to target cells, exosomes serve as key regulators for multiple cellular processes, including cancer metastasis. Recently, microvesicles have emerged as a challenge in the treatment of prostate cancer (PCa), encountered either when the number of vesicles increases or when the vesicles move into circulation, potentially with an ability to induce drug resistance, angiogenesis, and metastasis. Notably, the exosomal cargo can induce the desmoplastic response of PCa-associated cells in a tumor microenvironment (TME) to promote PCa metastasis. However, the crosstalk between PCa-derived exosomes and the TME remains only partially understood. In this review, we provide new insights into the metabolic and molecular signatures of PCa-associated exosomes in reprogramming the TME, and the subsequent promotion of aggressive phenotypes of PCa cells. Elucidating the molecular mechanisms of TME reprogramming by exosomes draws more practical and universal conclusions for the development of new therapeutic interventions when considering TME in the treatment of PCa patients.