Chronic obstructive pulmonary disease (COPD) is a chronic inflammatory airway disease characterized by progressive respiratory difficulties. It has a high incidence and disability rate worldwide. However, currently there is still a lack of highly effective treatment methods for COPD, only symptom relief is possible. Therefore, there is an urgent need to explore new treatment options. Almost all cells can secrete extracellular vesicles (EVs), which participate in many physiological activities by transporting cargoes and are associated with the pathogenesis of various diseases. Recently, many scholars have extensively studied the relationship between COPD and EVs, which has strongly demonstrated the significant impact of EVs from different sources on the occurrence and development of COPD. Therefore, EVs are a good starting point and new opportunity for the diagnosis and treatment of COPD. In this review, we mainly describe the current mechanisms of EVs in the pathogenesis of COPD, also the relationship between diagnosis, prognosis, and treatment. At the same time, we also introduce some new methods for COPD therapy based on EVs. It is hoped that this article can provide new ideas for future research and contribute to the development of precision medicine.