Neurodegenerative diseases, such as Alzheimer’s disease, Parkinson’s disease, amyotrophic lateral sclerosis, and Huntington’s disease, affect millions of people worldwide. Tremendous efforts have been put into disease-related research, but few breakthroughs have been made in diagnostic and therapeutic approaches. Extracellular vesicles (EVs) are heterogeneous cell-derived membrane structures that arise from the endosomal system or are directly separated from the plasma membrane. EVs contain many biomolecules, including proteins, nucleic acids, and lipids, which can be transferred between different cells, tissues, or organs, thereby regulating cross-organ communication between cells during normal and pathological processes. Recently, EVs have been shown to participate in various aspects of neurodegenerative diseases. Abnormal secretion and levels of EVs are closely related to the pathogenesis of neurodegenerative diseases and contribute to disease progression. Numerous studies have proposed EVs as therapeutic targets or biomarkers for neurodegenerative diseases. In this review, we summarize and discuss the advanced research progress on EVs in the pathological processes of several neurodegenerative diseases. Moreover, we outline the latest research on the roles of EVs in neurodegenerative diseases and their therapeutic potential for the diseases.