Inflammation is the defense mechanism of the immune system against harmful stimuli such as pathogens, toxic compounds, damaged cells, radiation, etc., and is characterized by tissue redness, swelling, heat generation, pain, and loss of tissue functions. Inflammation is essential in the recruitment of immune cells at the site of infection, which not only aids in the elimination of the cause, but also initiates the healing process. However, prolonged inflammation often brings about several chronic inflammatory disorders; hence, a balance between the pro- and anti-inflammatory responses is essential in order to eliminate the cause while producing the least damage to the host. A growing body of evidence indicates that extracellular vesicles (EVs) play a major role in cell-cell communication via the transfer of bioactive molecules in the form of proteins, lipids, DNA, RNAs, miRNAs, etc., between the cells. The present review provides a brief classification of the EVs followed by a detailed description of how EVs contribute to the pathogenesis of various inflammation-associated diseases and their implications as a therapeutic measure. The latter part of the review also highlights how EVs act as a bridging entity in blood coagulation disorders and associated inflammation. The findings illustrated in the present review may open a new therapeutic window to target EV-associated inflammatory responses, thereby minimizing the negative outcomes.