Chronic diseases associated with inflammation show fast annual increase in their incidence. This has been associated with excessive hygiene habits that limit contacts between the immune system and helminth parasites. Helminthic infections induce regulation and expansion of regulatory T cells (Treg) leading to atypical Th2 type immune responses, with downregulation of the inflammatory component usually associated with these type of responses. Many cells, including those of the immune system, produce extracellular vesicles called exosomes which mediate either immune stimulation (DCs) or immune modulation (T cells). The transfer of miRNAs contained in T-cell exosomes has been shown to contribute to downregulate the production of inflammatory mediators. It has been recently described the delivery to the host–parasite interface of exosomes containing miRNAs by helminths and its internalization by host cells. In this sense, helminth microRNAs transported in exosomes and internalized by immune host cells exert an important role in the expansion of Treg cells, resulting in the control of inflammation. We here provide relevant information obtained in the field of exosomes, cell–cell communication and miRNAs, showing the high potential of helminth miRNAs delivered in exosomes to host cells as new therapeutic tools against diseases associated with exacerbated inflammatory responses.