Extracellular vesicles (EVs) have been identified as novel mediators of intercellular communication. They work via delivering the sequestered cargo to cells in close vicinity as well as distant sites in the body, regulating pathophysiological processes. Cell death and inflammation are biologically crucial processes in both normal physiology and pathology. These processes are indistinguishably linked with their effectors modulating the other process. For instance, during an unresolvable infection, the upregulation of specific immune mediators leads to inflammation causing cell death and tissue damage. EVs have gained considerable interest as mediators of both cell death and inflammation during conditions such as sepsis. This review summarizes the types of extracellular vesicles known to date and their roles in mediating immune responses leading to cell death and inflammation with specific focus on sepsis and lung inflammation.