T-cell mediated immune responses should be regulated to avoid the development of autoimmune or chronic inflammation diseases. Several mechanisms have been described to regulate this process, namely death of overactivated T cells by cytokine deprivation, suppression by T regulatory cells (Treg), induction of expression of immune checkpoint molecules such as CTLA-4 and PD-1, or activation-induced cell death (AICD). In addition, activated T cells release membrane microvesicles called exosomes during these regulatory processes. In this review, we revise the role of exosome secretion in the different pathways of immune regulation described to date and its importance in the prevention of autoinmune disease. Expression of membrane-bound death ligands on the surface of exosomes during AICD, or the more recently described transfer of miRNA or even DNA inside T-cell exosomes are molecular mechanisms that will be analyzed.