Exosomes are now accepted as potential biomarkers in cardiovascular disease development, especially in atherosclerosis. Atherosclerosis is a leading cause of cardiovascular disease-related death and morbidity, accounting for one-fifth of all deaths globally. Therefore, the biomarkers for the management of atherosclerosis is urgently needed. Exosomes are reported to play key roles cell-to-cell communication in atherosclerosis with lipid bilayer membranous vesicles containing nucleic acids, proteins, and lipid contents, which are released from all most of multiple kinds of living cells. This review aims to discuss the potential roles of exosome-derived miRNA, protein, and DNA as biomarkers in atherosclerosis pathogenesis, diagnosis, and therapy.