The skin is the organ that serves as the outermost layer of protection against injury, pathogens, and homeostasis with external factors; in turn, it can be damaged by factors such as burns, trauma, exposure to ultraviolet light (UV), infrared radiation (IR), activating signaling pathways such as Toll-like receptors (TLR) and Nuclear factor erythroid 2-related factor 2 (NRF2), among others, causing a need to subsequently repair and regenerate the skin. However, pathologies such as diabetes lengthen the inflammatory stage, complicating the healing process and, in some cases, completely inhibiting it, generating susceptibility to infections. Exosomes are nano-sized extracellular vesicles that can be isolated and purified from different sources such as blood, urine, breast milk, saliva, urine, umbilical cord bile cells, and mesenchymal stem cells. They have bioactive compounds that, thanks to their paracrine activity, have proven to be effective as anti-inflammatory agents, inducers of macrophage polarization and accelerators of skin repair and regeneration, reducing the possible complications relating to poor wound repair, and prolonged inflammation. This review provides information on the use of exosomes as a promising therapy against damage from UV light, infrared radiation, burns, and skin disorders.