Chemoresistance and metastasis are the major challenges for the current ovarian cancer treatment. Understanding the mechanisms of ovarian cancer progression and metastasis is critically important for developing novel therapies. The advances in extracellular vesicles (EVs) research in recent years have attracted extensive attention. EVs contain a variety of proteins, RNAs, DNAs, and metabolites. Accumulating evidence indicates that ovarian cancer cells secrete a large amount of EVs, playing an important role in tumor progression and recurrence. In the microenvironment of ovarian tumor, EVs participate in the information transmission between stromal cells and immune cells, promoting the immune escape of ovarian cancer cells and facilitating cancer metastasis. Here, we review the recent advances of EVs in chemoresistance, mechanisms of metastasis, and immune evasion of ovarian cancer. Furthermore, we also discuss the challenges of EV research and future application of EVs as promising biomarker sources in response to therapy and in therapy-delivery approaches for ovarian cancer patients.