Extracellular vesicles (EVs) form a heterogeneous group of membrane-enclosed structures secreted by all cell types. EVs export encapsulated materials composed of proteins, lipids, and nucleic acids, making them a key mediator in cell–cell communication. In the context of the neurovascular unit (NVU), a tightly interacting multicellular brain complex, EVs play a role in intercellular communication and in maintaining NVU functionality. In addition, NVU-derived EVs can also impact peripheral tissues by crossing the blood–brain barrier (BBB) to reach the blood stream. As such, EVs have been shown to be involved in the physiopathology of numerous neurological diseases. The presence of NVU-released EVs in the systemic circulation offers an opportunity to discover new diagnostic and prognostic markers for those diseases. This review outlines the most recent studies reporting the role of NVU-derived EVs in physiological and pathological mechanisms of the NVU, focusing on neuroinflammation and neurodegenerative diseases. Then, the clinical application of EVs-containing molecules as biomarkers in acute brain injuries, such as stroke and traumatic brain injuries (TBI), is discussed.