The release of cellular factors by means of extracellular vesicles (EVs) is conserved in archaea, bacteria, and eukaryotes. EVs are released by growing bacteria as part of their interaction with their environment and, for pathogenic bacteria, constitute an important component of their interactions with the host. While EVs released by gram-negative bacteria have been extensively studied, the vesicles released by thick cell wall microorganisms like mycobacteria were recognized only recently and are less well understood. Nonetheless, studies of mycobacterial EVs have already suggested roles in pathogenesis, opening exciting new avenues of research aimed at understanding their biogenesis and potential use in antitubercular strategies. In this minireview, we discuss the discovery of mycobacterial vesicles, the current understanding of their nature, content, regulation, and possible functions, as well as their potential therapeutic applications.