As bilayer vesicular corpuscles secreted by different living cells, exosomes can be found in diverse body fluids and are rich in lipids, proteins, nucleic acids and other complicated components. Exosomes offer a potent mechanism for participation in intercellular transportation, such as targeted transmission of inclusions to nearby or distant cells or tissues, and assistance in intercellular information communication to change physiological functions and properties. Exosomes take part in antigen presentation for activation of immune cells and stimulate the release of inflammatory factors and the expression of immune molecules, thus modulating the immune responses of host cells. In the microbial infection of host cells, exosomes can strengthen innate and specific immune responses and thereby the immune resistance against the invading microbes through natural killer cells, macrophages and activated T cells by the presentation of pathogens including viral factors and bacteria, but exosomes are also capable of immunosuppression during pathogens infection. Exosomes are considerably valuable in research and clinical defense of microbial infection, given their biological activities in intercellular transportation, information communication and cell-mediated immunity modulation after microbial infection.