Exosomes are extracellular nanovesicles commonly produced by mammalian cells that in recent years have risen as a novel strategy for drug delivery systems and cancer therapy because of their innate specificity and high bioavailability. However, there are limitations that undermine their potential. Among them is the lack of mass production capacity with the current available sources and the failure to reach the intended therapeutic effect because of their insufficient uptake or their rapid clearance once administered. This review aims to show the current advances in overcoming these limitations by presenting, firstly, reported strategies to improve exosome and exosome-like nanovesicle extraction from possible novel eukaryotic sources, including animals, plants, and protozoa; and secondly, alternative modification methods that functionalize exosomes by conferring them higher targeting capacity and protection from organism defenses, which results in an increase in the attachment of ligands and cellular uptake of inorganic materials. However, even when these strategies might address some of the obstacles in their procurement and therapeutic use, there are still several aspects that need to be addressed, so several perspectives of the matter are also presented and analyzed throughout this work.