One of the most common and deadly types of pancreatic cancer (PC) is pancreatic ductal adenocarcinoma (PDAC), with most patients succumbing to the disease within one year of diagnosis. Current detection strategies do not address asymptomatic PC; therefore, patients are diagnosed at an advanced stage when curative treatment is often no longer possible. In order to detect PC in asymptomatic patients earlier, the risk factors that could serve as reliable markers need to be examined. Diabetic mellitus (DM) is a significant risk factor for this malignancy and can be both a cause and consequence of PC. Typically, DM caused by PC is known as new-onset, pancreatogenic, pancreoprivic, or pancreatic cancer-related diabetes (PCRD). Although PCRD is quite distinct from type 2 DM (T2DM), there are currently no biomarkers that differentiate PCRD from T2DM. To identify such biomarkers, a better understanding of the mechanisms mediating PCRD is essential. To this end, there has been a growing research interest in recent years to elucidate the role of tumour-derived exosomes and their cargo in the pathogenesis of PCRD. Exosomes derived from tumours can be recognized for their specificity because they reflect the characteristics of their parent cells and are important in intercellular communication. Their cargo consists of proteins, lipids, and nucleic acids, which can be transferred to and alter the behaviour of recipient cells. This review provides a concise overview of current knowledge regarding tumour-derived exosomes and their cargo in PCRD and discusses the potential areas worthy of further study.