Because of innovative therapeutic agents such as proteasome inhibitors, immunomodulatory medicines, and antibody medications, the prognosis of multiple myeloma (MM) has considerably improved in recent years. However, the prognosis for MM patients with treatment resistance and extramedullary illness remains poor. The interaction between MM cells and their surrounding cells in the bone marrow microenvironment is critical for medication resistance development. Many issues cannot be explained by liquid factors, such as cytokines and chemokines. Extracellular vesicles (EVs) have gained interest due to their role in the advancement of several forms of cancers. In this article, we primarily summarize MM drug resistance and examine the most recent articles on small-EVs (particularly exosomes) that contribute to MM drug resistance acquisition.