Breast cancer is the most common cancer among women, and metastatic breast cancer remains highly lethal. During metastasis, cancer cells migrate from the breast to areas called pre-metastatic niches, which are favorable for cancer growth. These niches are created with the help of small extracellular vesicles (sEVs) released by breast cancer cells. Via their protein and RNA cargoes, sEVs encourage inflammation in the niches and suppress immunity, allowing arriving cancer cells to escape immune detection. By promoting new blood vessel formation and leakage of existing blood vessels, sEVs ensure a supply of nutrients for cancer growth in the niches. They can also transform certain cell types in the niches into cancer-supporting cells called cancer-associated fibroblasts. The expression patterns of proteins called integrins in sEVs help determine exactly where metastatic cancer cells will settle, such as in the lungs, liver, or brain. Given their ease of isolation from body fluids and their critical roles in metastasis, sEVs are promising sources of prognostic biomarkers, and engineered sEVs can be used as targeted drug delivery agents, suggesting that sEVs will become increasingly important resources in breast cancer therapy.