Extracellular vesicles (EVs) are the substances that are released by most types of cells and have an important role in cell to cell communication. Among the most highly researched EVs are exosome. Recent studies show that exosomes derived from cells have different roles and targets. Many studies show that exosome can efficiently deliver many different kinds of cargo to the target cell. Therefore, they are often used to deliver therapeutic cargo for treatment. The exosomes that have been used include both natural ones and those that have been modified with other substances to increase the delivery ability. This article provides a review of both exosomes derived from various cells and modified exosome and their ability in delivering the many kinds of cargo to the target cell.