Resistance to various therapies, including novel immunotherapies, poses a major challenge in the management of breast cancer and is the leading cause of treatment failure. Bidirectional communication between breast cancer cells and the tumour microenvironment is now known to be an important contributor to therapy resistance. Several studies have demonstrated that crosstalk with the tumour microenvironment through extracellular vesicles is an important mechanism employed by cancer cells that leads to drug resistance via changes in protein, lipid and nucleic acid cargoes. Moreover, the cargo content enables extracellular vesicles to be used as effective biomarkers for predicting response to treatments and as potential therapeutic targets. This review summarises the literature to date regarding the role of extracellular vesicles in promoting therapy resistance in breast cancer through communication with the tumour microenvironment.