Autoimmune diseases are rare conditions with high mortality and morbidity, particularly when the kidney is involved. Extracellular vesicles (EV) act as regulators of the inter-cellular signals and modulate the immune system. This review focus on the potential contribute of EV on the pathophysiology of Systemic Lupus Erythematosus (SLE), Antiphospholipid syndrome (APS), Thrombotic Microangiopathy, and ANCA-vasculitis. Of interest, EV were recognized as novel biomarkers of disease activity in APS and ANCA-vasculitis. EV are also involved in the pathogenesis of SLE, and particularly in the renal injury associated with the lupus nephritis. This implies that to explore EV for disease biomarker discovery and to investigate their potential as therapeutic targets in autoimmune diseases should be the future challenge.