Exosomes are small extracellular vesicles of endocytic origin that facilitate cell-to-cell communication and play a key role in cell- and microenvironment-dependent homeostasis. Considering the dynamics of tumor microenvironment, exosomes represent its cell (patho)biology regarding all the cell types involved. To date, naturally derived immune cell exosomes have been developed and applied to (a) suppress cancer cells, (b) facilitate drug transport, and (c) inhibit cancer cell-derived exosomal activity. Latest datasets suggest that exosomes exhibit immunomodulatory properties and hence, serve as “multi-modal” next-generation therapeutics in precision oncology. Despite early days, CAR exosome-based therapeutics are fostered as the net result of technological advances, knowledge growth, and clinical demands. No doubt, prior to the application of CAR exosome-based therapeutics in the clinic, guidelines, and standards for biopharmaceuticals should be addressed and the efficacy and safety of such application must be determined. Herein, we highlight the major achievements in the field of CAR exosome-based therapeutics (biomimetic nanovesicles), translating challenges to opportunities.