Exosomes are small vesicles secreted by cells that contain important bioactive molecules such as nucleic acids and proteins. Increasing research indicates that exosomes play a unique and crucial role as signal molecule carriers in various diseases, and they exhibit great potential in disease diagnosis and treatment. Recent studies have shown that exosomes play an important role in immune regulation. The NOD (nucleotide binding oligomerization domain)-like receptors protein 3 (NLRP3), an essential component of the innate immune system, plays a key role in the occurrence and development of various diseases including autoimmune diseases, metabolic diseases, and neurodegenerative diseases. Its activation and regulatory mechanisms are complex and diverse. However, the regulatory mechanisms associated with exosomes and NLRP3 inflammasome have not yet been fully elucidated. This article reviews the regulatory effects of exosomes from different sources on the NLRP3 inflammasome and summarizes the therapeutic potential of exosomes in diseases associated with the NLRP3 inflammasome, aiming to provide new ideas for the prevention and treatment of diseases related to the NLRP3 inflammasome.