Cutaneous melanoma is an aggressive cancer type derived from melanocytes and its incidence has rapidly increased worldwide. Despite the vast improvement in therapy, melanoma is still confronted with high invasion, metastasis, and recurrence rate. Recent studies have confirmed that the exosomes are naturally occurring membranous extracellular vesicles with nano-sized lipid bilayers, performing as information messagers within cellular reciprocal action. Exosomes are unquestionably endowed with multifaceted roles in various diseases, including melanoma. Notably, tumor-derived exosomes play a pivotal role in conditioning the tumor microenvironment to promote the growth, metastasis, immune escape, and even drug-resistance of melanoma by transferring carcinogenic nucleic acids and proteins. Clinically, the dynamic expressions of exosomal components and loadings in melanoma patients with different tumor stages confer the clinical application of melanoma exosomes as diagnostic biomarkers. Hence, this review highlights the recent complicated roles and mechanisms of melanoma exosomes, as well as their potential as diagnostic and therapeutic targets in melanoma. The indepth insights into the properties and behaviors of melanoma exosomes are of great potential to yield attractive therapeutic methods for melanoma.