Tumor-derived exosomes (TEX) are harbingers of tumor-induced immune suppression: they carry immunosuppressive molecules and factors known to interfere with immune cell functions. By delivering suppressive cargos consisting of proteins similar to those in parent tumor cells to immune cells, TEX directly or indirectly influence the development, maturation, and antitumor activities of immune cells. TEX also deliver genomic DNA, mRNA, and microRNAs to immune cells, thereby reprogramming functions of responder cells to promote tumor progression. TEX carrying tumor-associated antigens can interfere with antitumor immunotherapies. TEX also have the potential to serve as noninvasive biomarkers of tumor progression. In the tumor microenvironment, TEX may be involved in operating numerous signaling pathways responsible for the downregulation of antitumor immunity.