Targeted and immunological therapies have become the gold standard for a large portion of non-small cell lung cancer (NSCLC) patients by improving significantly clinical prognosis. However, resistance mechanisms inevitably develop after a first response, and almost all patients undergo progression. The knowledge of such a resistance mechanism is crucial to improving the efficacy of therapies. So far, monitoring therapy responses through liquid biopsy has been carried out mainly in terms of circulating tumor (ctDNA) analysis. However, other particles of tumor origin, such as extracellular vehicles (EVs) represent an emerging tool for the studying and monitoring of resistance mechanisms. EVs are now considered to be ubiquitous mediators of cell-to-cell communication, allowing cells to exchange biologically active cargoes that vary in response to the microenvironment and include proteins, metabolites, RNA species, and nucleic acids. Novel findings on the biogenesis and fate of these vesicles reveal their fundamental role in cancer progression, with foreseeable and not-far-to-come clinical applications in NSCLC.