Exosomes are a class of small extracellular vesicles. The lipid double-layer membrane envelops bioactive molecules including proteins and nucleic acids, which is transported throughout the body through the body fluid. Previous studies have indicated that exosomes play significant roles in viral infection. Viruses need to complete the life cycle in the host cells and release nascent virions, which partially coincides with the production and secretion of exosomes. On one hand, viruses hijack exosomes, and load their components into exosomes to escape from the host immune response and promote the replication. On the other hand, the host seizes exosomes to deliver antiviral factors to resist viral infection. The purpose of this review is to provide new insights into relevant research by discussing the roles of exosomes in viral infection from the perspective of both viruses and hosts.