Natural Killer (NK) cells are innate cytotoxic lymphoid cells that play a crucial role in cancer immunosurveillance. NKG2D is an activating receptor that binds to MIC and ULBP molecules typically induced on damaged, transformed, or infected cells. The secretion of NKG2D ligands (NKG2DLs) through protease-mediated cleavage or in an extracellular vesicle (EV) is a mode to control their cell surface expression and a mechanism used by cancer cells to evade NKG2D-mediated immunosurveillance. EVs are emerging as important players in mediating cell-to-cell communication due to their ability to transfer biological material to acceptor cells. Herein, we investigated the spreading of NKG2DLs of both MIC and ULBP molecules through the EV-mediated cross-dressing on multiple myeloma (MM) cells. We focused our attention on two MICA allelic variants, namely MICA*008 and MICA*019, representing the prototype of short and long MICA alleles, respectively, and on ULBP-1, ULBP-2, and ULBP-3. Our findings demonstrate that both ULBP and MICA ligands can be acquired from tumor cells through EVs enhancing NK cell recognition and killing. Moreover, besides MICA, EVs expressing ULBP-1 but not ULBP-2 and 3 were detected in bone marrow aspirates derived from a cohort of MM patients. Our findings shed light on the role of EV-associated MICA allelic variants and ULBP molecules in the modulation of NKG2D-mediated NK cell immunosurveillance in the tumor microenvironment. Moreover, the EV-mediated transfer of NKG2DLs could suggest novel therapeutic approaches based on the usage of engineered nanoparticles aimed at increasing cancer cell immunogenicity.