Extracellular vesicles (EVs) are secreted by cells and widely exist in body fluids, serving as an essential vehicle of intercellular communication. In recent years, EVs have gained significant attention owing to their ability to carry nucleic acids, lipids, and proteins of host and pathogen origins. A distinct composition of EVs during pathogenic infection contributes to mediating pathogenic infection, transmission, and immunity to target cells. Therefore, studying the role of EVs in pathogenic infection is crucial for understanding pathogen-host interactions and developing new anti-pathogenic therapies. This review offers an overview of current knowledge of EVs in the context of infection, transmission, and immunity to pathogens. Harnessing EVs’ biology during pathogenic infection may lay a foundation for the mitigation of pathogenic infection and associated disease outcomes.