Since the re-description of extracellular vesicles (EVs) secreted by the trematodes Fasciola hepatica and Echinostoma caproni in 2012, these biological nanoparticles have been identified in the excretory/secretory products of numerous species of trematodes, cestodes, and nematodes. Recent studies have focused on their distinct origin in nematodes and flatworms, primarily due to their unique surface characteristics. Despite facing various challenges in their isolation and characterization, currently available guidelines describe and establish methods with rigor and standardization, facilitating reproducible studies across different laboratories worldwide. Regarding the composition of helminth EVs, the majority of the studies have focused on their protein content, with subsequent reports on their small RNA content, and still limited publications addressing their lipid and glycan composition. EVs participate in helminth–host communication, regulating and modulating the host immune system both in vitro and in vivo. These characteristics position them as promising candidates for controlling helminthiases. Different approaches have demonstrated their potential as biomarkers for diagnosis, vaccination in animal models, and therapeutic tools for various diseases, not limited to helminthiases but also encompassing diseases associated with the immune response. This review also discusses potential future research directions in the study of helminth EVs.