Members of the Candida haemulonii species complex are multidrug-resistant emergent yeast pathogens able to cause superficial and invasive infections in risk populations. Fungal extracellular vesicles (EVs) play a critical role in the pathogenicity and virulence of several species and may perform essential functions during infections, such as carrying virulence factors that behave in two-way communications with the host, affecting survival and fungal resistance. Our study aimed to describe EV production from Candida haemulonii var. vulnera and evaluate whether murine macrophage RAW 264.7 cells respond to their stimuli by generating an oxidative response after 24 h. For this purpose, reactive oxygen species detection assays demonstrated that high concentrations of yeast and EVs (1010 particles/mL) of Candida haemulonii did not change macrophage viability. However, the macrophages recognized these EVs and triggered an oxidative response through the classical NOX-2 pathway, increasing O2•− and H2O2 levels. However, this stress did not cause lipid peroxidation in the RAW 264.7 cells and neither lead to the activation of the COX-2–PGE2 pathway. Thus, our data suggest that low concentrations of C. haemulonii EVs are not recognized by the classical pathway of the oxidative burst generated by macrophages, which might be an advantage allowing the transport of virulence factors via EVs, not identified by the host immune system that could work as fine tube regulators during infections caused by C. haemulonii. In contrast, C. haemulonii var. vulnera and high EV concentrations activated microbicidal actions in macrophages. Therefore, we propose that EVs could participate in the virulence of the species and that these particles could be a source of antigens to be exploited as new therapeutic targets.