Exosomes are membrane-derived vesicles of cells, and it can convey information and substances by transporting proteins, lipids and nucleic acids to target cells, thereby affecting the biological activity of target cells. Researches have shown that exosomes play important roles in neurological diseases, such as Alzheimer diseases, Parkinson diseases and prion disease, implying that the study of exosomes may have clinical value for treating central nervous system diseases. In this review, we summarized the generation of exosomes and the recent advances of their roles in neurological disease.