Extracellular vesicles (EVs) represent membrane-enclosed structures that are likely to be secreted by all living cell types in the animal organism, including cells of peripheral (PNS) and central nervous systems (CNS). The ability to cross the blood-brain barrier (BBB) provides the possibility not only for various EV-loaded molecules to be delivered to the brain tissues but also for the CNS-to-periphery transmission of these molecules. Since neural EVs transfer proteins and RNAs are both responsible for functional intercellular communication and involved in the pathogenesis of neurodegenerative diseases, they represent attractive diagnostic and therapeutic targets. Here, we discuss EVs' role in maintaining the living organisms' function and describe deviations in EVs' structure and malfunctioning during various neurodegenerative diseases.