Obesity and insulin resistance are associated with the inflamed and defective adipose tissue (AT) phenotype, and are established risk factors for cardiovascular diseases (CVDs). Extracellular vesicles (EVs) are a heterogeneous group of cell-derived lipid membrane vesicles involved in the onset and development of many pathologies, including insulin resistance, diabetes, and CVDs. The inflammation associated with overweight and obesity triggers the transition of the AT secretome from healthy to pathological, with a consequent increased expression of pro-inflammatory mediators. Epicardial adipose tissue (EAT) is a specialized fat depot that surrounds the heart, in direct contact with the myocardium. Recently, the role of EAT in regulating the physiopathology of many heart diseases has been increasingly explored. In particular, the EAT phenotype and derived EVs have been associated with the onset and exacerbation of CVDs. In this review, we will focus on the role of the AT secretome in the case of CVDs, and will discuss the beneficial effects of EVs released by AT as promising therapeutic candidates.