Cancer stem cells are the key link between malignant tumor progression and drug resistance. This cell population has special properties that are different from those of conventional tumor cells, and the role of cancer stem cell-related exosomes in progression of tumor malignancy is becoming increasingly clear. Cancer stem cell-derived exosomes carry a variety of functional molecules involved in regulation of the microenvironment, especially with regard to immune cells, but how these exosomes exert their functions and the specific mechanisms need to be further clarified. Here, we summarize the role of cancer stem cell exosomes in regulating immune cells in detail, aiming to provide new insights for subsequent targeted drug development and clinical strategy formulation.