Blood glucose homeostasis requires a constant communication between insulin-secreting and insulin-sensitive cells. A wide variety of circulating factors, including hormones, cytokines and chemokines work together to orchestrate the systemic response of metabolic organs to changes in the nutritional state. Failure in the coordination between these organs can lead to a rise in blood glucose levels and to the appearance of metabolic disorders such as diabetes mellitus. Exosomes are small extracellular vesicles (EVs) that are produced via the endosomal pathway and are released from the cells upon fusion of multivesicular bodies with the plasma membrane. There is emerging evidence indicating that these EVs play a central role in cell-to-cell communication. The interest in exosomes exploded when they were found to transport bioactive proteins, messenger RNA (mRNAs) and microRNA (miRNAs) that can be transferred in active form to adjacent cells or to distant organs. In this review, we will first outline the mechanisms governing the biogenesis, the cargo upload and the release of exosomes by donor cells as well as the uptake by recipient cells. We will then summarize the studies that support the novel concept that miRNAs and other exosomal cargo components are new important vehicles for metabolic organ cross-talk.