Extracellular vesicles (EVs) are a population of heterogeneous particles that originate from the endosomal system or plasma membrane. Antigen-presenting cells (APCs) produce and release a broad spectrum of EVs involved in the pathogenesis of atherosclerosis. APC-derived EVs contain several bioactive molecules, such as non-coding RNAs, cytokines, chemokines, active proteins, immunomodulatory factors, and growth factors. The review focuses on the role of APC-derived EVs in regulating the transformation of macrophage phenotype, shaping foam cells, driving autophagy and/or inhibiting apoptosis of Th4(+) cells, T regulatory cells, endothelial and smooth muscle cells (SMCs), as well as in facilitating oxidative stress in vasculature. APC-derived EVs act as triggers of angiogenesis, neovascularization and inflammation through their participation in microvascular inflammation, angiogenesis, development of atherosclerotic plaques, and modulation of their instability.