Systemic lupus erythematosus is an autoimmune disease that predominantly affects women and typically manifests in multiple organs. The damage caused by this disorder is characterized by a chronic inflammatory state. Extracellular vesicles (EVs), including microvesicles (also known as microparticles), apoptotic bodies, and exosomes, are recognized vehicles of intercellular communication, carrying autoantigens, cytokines, and surface receptors. Therefore, the evidence of EVs and their cargo as biomarkers of autoimmune disease is rapidly expanding. This review will focus on biogenesis of extracellular vesicles, their pathophysiological roles, and their potential as biomarkers and therapeutics in inflammatory disease, especially in systemic lupus erythematosus.