The progression of a solid cancer from a localised disease to metastatic stages is a key reason for mortality in patients. Amongst the drivers of cancer progression, Epithelial-to-Mesenchymal Transition (EMT) has been shown to be of crucial importance. EMT results in the phenotypic shift of an immotile, treatment-sensitive epithelial cell into an elongated, metastatic and treatment-resistant mesenchymal cell. Depending on the cellular and molecular setting, a myriad of studies have demonstrated that EMT causes increased cancer cell motility, invasiveness, resistance to therapies, dormancy and cancer-stem cell phenotypes, all of which are prerequisites for metastasis. The alteration of non-canonical intercellular signalling events in cancer EMT is a phenomenon that is not completely understood. Recently, extracellular vesicles, especially small vesicles called exosomes, have shown to be involved in cancer cell EMT. Most intriguingly, across different cancer types, cancer-derived exosomes have demonstrated to be capable of transferring a mesenchymal phenotype upon recipient epithelial cells, including epithelial cancer cells. The uptake of EMT-inducing exosomes results in molecular changes, altering miRNA, mRNA, and protein levels, either through direct transfer of these components, or by altering gene expression networks involved in EMT. In this review, we are presenting the current state of research of exosomes in cancer EMT, highlight gaps in our current knowledge and propose strategies for future experiments in this area.