Exosomes are extracellular microvesicles implicated in intercellular communication with ability to transfer cargo molecules, including protein, lipids, and nucleic acids, at both close and distant target sites. It has been shown that exosomes are implicated in physiological and pathological processes. In recent years, the interest on exosomes' role in many pain states has increased. Their involvements in pain processes have been demonstrated by studies on different chronic pain diseases, both inflammatory and neuropathic, such as osteoarthritis, rheumatoid arthritis, inflammatory bowel diseases, neurodegenerative pathologies, complex regional pain syndrome, and peripheral nerve injury. Animal and clinical studies investigated exosomes-based treatments, showing their ability to improve painful symptoms with fewer side effects, with potential immunoprotective and anti-inflammatory effect. Specific molecular patterns characterize exosomes' cargo according to the cellular origin, epigenetic modifications, environmental state, and stressor factors. Therefore, the identification of specific cargo's profile associated to pain states may lead to recognize specific pathological states and to consider the use of exosomes as biomarkers of diseases. Furthermore, exosomes' ability to transfer information and their presence in many accessible biological fluids suggest a potential use as novel non-invasive therapeutic tools in pain field.