Extracellular vesicles (EVs) represent a heterogeneous population of small vesicles, consisting of a phospholipidic bilayer surrounding a soluble interior cargo. Almost all cell types release EVs, thus they are naturally present in all body fluids. Among the several potential applications, EVs could be used as drug delivery vehicles in disease treatment, in immune therapy because of their immunomodulatory properties and in regenerative medicine. In addition to general markers, EVs are characterized by the presence of specific biomarkers (proteins, miRNAs) that allow the identification of their cell- or tissue-origin. For these features, they represent a potential powerful diagnostic tool to monitor state and progression of specific diseases. As regards, a large body of studies supports the idea that endothelial derived (EMPs) together with platelet-derived microparticles (PMPs) are deeply involved in the pathogenesis of diseases characterized by micro- and macrovascular damages, including diabetes. Existing literature suggests that the detection of circulating EMPs and PMPs and their specific miRNA profile may represent a very useful non-invasive signature to achieve informations about the onset of peculiar disease manifestations. In this Review, we discuss the possible utility of EVs in the early diagnosis of diabetes-associated microvascular complications, specifically related to kidney.