Prostate cancer (PCa) is the second most frequent cancer and the fifth leading cause of cancer death among men worldwide. At first, advanced PCa is treated by androgen deprivation therapy with a good initial response. Nevertheless, recurrences occur, leading to Castrate-Resistance Prostate Cancer (CRPC). During the last decade, new therapies based on inhibition of the androgen receptor pathway or taxane chemotherapies have been used to treat CRPC patients leading to an increase in overall survival, but the occurrence of resistances limits their benefits. Numerous studies have demonstrated the implication of extracellular vesicles (EVs) in different cancer cellular mechanisms. Thus, the possibility to isolate and explore EVs produced by tumor cells in plasma/sera represents an important opportunity for the deciphering of those mechanisms and the discovery of biomarkers. Herein, we summarized the role of EVs in therapeutic resistance of advanced prostate cancer and their use to find biomarkers able to predict these resistances.