RNA interference (RNAi) therapeutics (siRNA, miRNA, etc.) represent an emerging medicinal remedy for a variety of ailments. However, their low serum stability and low cellular uptake significantly restrict their clinical applications. Exosomes are biologically derived nanodimensional vesicle ranging from a few nanometers to a hundred. In the last few years, several reports have been published demonstrating the emerging applications of these exogenous membrane vesicles, particularly in carrying different RNAi therapeutics to adjacent or distant targeted cells. In this report, we explored the numerous aspects of exosomes from structure to clinical implications with special emphasis on their application in delivering RNAi-based therapeutics. siRNA and miRNA have attracted great interest in recent years due to their specific application in treating many complex diseases including cancer. We highlight strategies to obviate the challenges of their low bioavailability for gene therapy.