Autoimmune diseases are caused by self-immune responses to autoantigens, which damage body tissues and severely affect the patient's quality of life. Therapeutic drugs are associated with adverse side effects and their beneficial effects are limited to specific populations. Evidence indicates that exosomes which are small vesicles secreted by most cell types and body fluids, and may play roles in both immune stimulation and tolerance since they are involved in many processes such as immune signaling, inflammation and angiogenesis. Exosomes have also emerged as promising tools for therapeutic delivery, given their intrinsic features such as stability, biocompatibility and a capacity for stealth. In this review, we summarize existing literature regarding the production, efficacy, action mechanism, and potential therapeutic uses of exosomes in the contexts of autoimmune diseases such as type 1 diabetes mellitus, multiple sclerosis, systemic lupus erythematosus, rheumatoid arthritis, and Sjogren's syndrome.