Cancer is the second leading cause of mortality worldwide. More importantly, the mortality rates for cancer are increasing. In China, lung cancer, liver cancer and gastric cancer are the top three leading causes of mortality in males, whereas lung cancer, gastric cancer and liver cancer are ranked the top three causes of mortality in females. Exosomes are extracellular vesicles that are produced and released by many different cells; these vesicles have a size range between 30 and 100 nm in diameter, and contain a lipid bilayer. Exosomes exist in various bodily fluids, contain plentiful amounts of nucleic acids and proteins, and shuttle these materials between cells to mediate the development of cancers. The present review summarizes the composition of exosomes and methods for their isolation and then intensively highlights the latest findings on the contributions of exosomal microRNAs (miRNAs) and proteins to lung cancer, liver cancer and gastric cancer. Taken together, exosomal miRNAs and proteins may be used as noninvasive, novel biomarkers for cancer diagnosis, prognosis or precision treatment owing to their ability to promote tumor progression and metastasis, and their ability to regulate the immune response and tumor cell sensitivity to chemotherapy drugs.