MicroRNA is a class of non-coding RNA involved in post-transcriptional gene regulation. Aberrant expression of miRNAs is well-documented in molecular cancer biology. Extensive research has shown that miR-210 is implicated in the progression of multiple cancers including that of the lung, bladder, colon, and renal cell carcinoma. In recent years, exosomes have been evidenced to facilitate cell–cell communication and signaling through packaging and transporting active biomolecules such as miRNAs and thereby modify the cellular microenvironment favorable for lung cancers. MiRNAs encapsulated inside the lipid bilayer of exosomes are stabilized and transmitted to target cells to exert alterations in the epigenetic landscape. The currently available literature indicates that exosomal miR-210 is involved in the regulation of various lung cancer-related signaling molecules and pathways, including STAT3, TIMP-1, KRAS/BACH2/GATA-3/RIP3, and PI3K/AKT. Here, we highlight major findings and progress on the roles of exosomal miR-210 in lung cancer.