Exosomes have a size of 30-100 nm and membrane-bound nanovesicles, which is widely present in nearly all human body fluids, such as serum, saliva and urine, etc. Exosomes contain multiple proteins, nucleotides, and even viruses, and play an important role in the substance exchange and information transmission between cells. Recently, research found that genetic materials secreted from exosomes such as mRNA and miRNA were directly derived from their parent tumor cells, and they can directly effect on the receptor cells. Therefore, exosomes may become a new target for diagnosis and treatment of cancer. In this review, we described exosomes as a marker in early diagnosis of cancer, and its applications in cancer therapy.