Exosomes are nano-sized vesicles that facilitate intercellular communications through carrying genetic materials and functional biomolecules. Owing to their unique size and structure, exosomes have emerged as a useful tool to overcome the limitations of siRNA delivery. The use of exosomes as siRNA delivery vehicles lacks certain disadvantages of the existing foreign delivery systems such as viruses, polycationic polymers and liposomes, and introduces several advantages including inherent capacity to pass through biological barriers and escape from phagocytosis by the reticuloendothelial system, as well as being biocompatible, non-toxic, and immunologically inert. Different strategies have been employed to harness exosome-based delivery systems, including surface modification with targeting ligands, and using exosome-display technology, virus-modified exosomes, and exosome-mimetic vesicles. The present review provides a capsule summary of the recent advances and current challenges in the field of exosome-mediated siRNA delivery.