The nano-sized membrane enclosed extracellular vesicles (EVs) released by virtually all cell types play an essential role in intercellular communication via delivering bio-molecules, such as nucleic acids, proteins, lipids, and other molecules to recipient cells. By mediating an active and steady-state cell-to-cell communication, EVs contribute to regulating and preserving cellular homeostasis. On the other hand, EVs can also spread pathogen-derived molecules during infections, subverting the host immune responses during infections and thus worsening pathophysiological processes. In recent years, the biological functioning of EVs has become a widespread research field in basic and clinical branches of medical sciences due to their potential role in therapeutic applications for several diseases. This review aims to summarize the main recent findings regarding the implication of EVs shed by human macrophages (MF-EVs) and how they can modulate the host immune response to control or increase the damage caused by infectious agents. We will also present the methods used to describe MF-EVs, as well as the potential of these EVs as disease diagnostic tools for some human pathogens. We believe that an in-depth understanding of the host–pathogen interactions mediated by MF-EVs may trigger the development of innovative therapeutic strategies against infectious diseases.