Delivery carriers serve as a highly efficient approach for precision nutrition and medicine; however, artificial delivery carriers are prone to triggering the immune response and have the disadvantages of poor stability and low bioavailability. Extracellular vesicles (EVs), nucleus-free biological particles composed of phospholipid bilayers secreted by living cells, are a new generation of targeted delivery carriers. In recent years, an increasing number of species have been reported to contain EVs. Among them, food-derived extracellular vesicles (FDEVs) show outstanding comprehensive properties. FDEVs are considered to have great application potential due to their wide range of sources, high yields, absence of human pathogenic pathogens, and ethical concerns. In this review, the preparation, nomenclature, physicochemical characteristics, and preservation methods of FDEVs are discussed, as well as their potential protein markers, bioactivities, and applications as novel targeted delivery carriers of FDEVs from animals, plants, and microorganisms. We also summarized the adverse consequences of FDEVs in current studies, and put forward the problems and challenges in the process of FDEVs research and commercialization. In short, the importance of FDEVs has been highlighted, and FDEVs have good application prospects as a new class of targeted delivery carriers. The current problems should be paid attention to and actively solved.