In the past few years, extracellular vesicles (EVs) from at least eight fungal species were characterized. EV proteome in four fungal species indicated putative biogenesis pathways and suggested interesting similarities with mammalian exosomes. Moreover, as observed for mammalian exosomes, fungal EVs were demonstrated to be immunologically active. Here we review the seminal and most recent findings related to the production of EVs by fungi. Based on the current literature about secretion of fungal molecules and biogenesis of EVs in eukaryotes, we focus our discussion on a list of cellular proteins with the potential to regulate vesicle biogenesis in the fungi.