An effective immune response requires the engagement of host receptors by pathogen‐derived molecules and the stimulation of an appropriate cellular response. Therefore, a crucial factor in our ability to control an infection is the accessibility of our immune cells to the foreign material. Exosomes—which are extracellular vesicles that function in intercellular communication—may play a key role in the dissemination of pathogen‐ as well as host‐derived molecules during infection. In this review, we highlight the composition and function of exosomes and other extracellular vesicles produced during viral, parasitic, fungal and bacterial infections and describe how these vesicles could function to either promote or inhibit host immunity.