Metabolic syndrome defines a cluster of interrelated risk factors for cardiovascular disease and diabetes mellitus. These factors include metabolic abnormalities, such as hyperglycemia, elevated triglyceride levels, low high-density lipoprotein cholesterol levels, high blood pressure, and obesity, mainly central adiposity. In this context, extracellular vesicles (EVs) may represent novel effectors that might help to elucidate disease-specific pathways in metabolic disease. Indeed, EVs (a terminology that encompasses microparticles, exosomes, and apoptotic bodies) are emerging as a novel mean of cell-to-cell communication in physiology and pathology because they represent a new way to convey fundamental information between cells. These microstructures contain proteins, lipids, and genetic information able to modify the phenotype and function of the target cells. EVs carry specific markers of the cell of origin that make possible monitoring their fluctuations in the circulation as potential biomarkers inasmuch their circulating levels are increased in metabolic syndrome patients. Because of the mixed components of EVs, the content or the number of EVs derived from distinct cells of origin, the mode of cell stimulation, and the ensuing mechanisms for their production, it is difficult to attribute specific functions as drivers or biomarkers of diseases. This review reports recent data of EVs from different origins, including endothelial, smooth muscle cells, macrophages, hepatocytes, adipocytes, skeletal muscle, and finally, those from microbiota as bioeffectors of message, leading to metabolic syndrome. Depicting the complexity of the mechanisms involved in their functions reinforce the hypothesis that EVs are valid biomarkers, and they represent targets that can be harnessed for innovative therapeutic approaches.