Growing evidence shows that there is a comorbid mechanism between the central nervous system (CNS) and the peripheral organs. The bilateral transmission of signal molecules in periphery-brain crosstalk plays an important role in the underlying mechanism, which result from complex networks of neurohumoral circuits. Secreted by almost all cells and considered innovative information transport systems, extracellular vesicles (EVs) encapsulate and deliver nucleic acids, proteins, lipids, and various other bioactive regulators. Moreover, EVs can cross the blood-brain barrier (BBB), they are also identified primarily as essential communicators between the periphery and the CNS. In addition to transporting molecules under physiological or pathological conditions, EVs also show novel potential in targeted drug delivery. In this review, we discuss the mechanisms implicated in the transport of EVs in crosstalk between the peripheral and the central immune systems as well as in crosstalk between the peripheral organs and the brain in CNS disorders, especially in neurodegenerative diseases, stroke, and trauma. This work will help in elucidating the contributions of EVs to brain health and disorders, and promote the development of new strategies for minimally invasive treatment.