Obesity and type 2 diabetes represent global public health challenges that are continuously growing at an alarming rate. The etiology of obesity is complex and multifactorial, with a substantial interplay between behavioral, biological, and environmental factors. Dysregulation of immunometabolism through chronic low-intensity inflammation in obesity has long been recognized as the main driver of insulin resistance and the development of type 2 diabetes. However, the intricate mechanisms underlying these alterations have yet to be fully elucidated. Exosomes are extracellular vesicles that carry biomolecules including various types of RNA molecules. Of particular importance are microRNAs (miRNAs), known as modulators of gene expression whose altered expression is observed in various pathophysiological conditions. Recent research suggests that exosome-derived miRNAs, such as miR-155, miR-27a, and miR-29, play an essential role in the regulation of inflammatory processes, while miR-122 and miR-192 are associated with metabolic dysfunction. These and many other miRNAs influence signaling pathways that are critical for maintaining insulin sensitivity, thereby contributing to the development of insulin resistance in individuals with obesity. Hence, there is a growing interest in the potential of exosomes and miRNAs as biomarkers for the early detection of insulin resistance and other obesity-related complications, as well as promising therapeutic targets or next-generation drug delivery carriers. This review provides a comprehensive overview of the interplay between exosome-derived miRNA, obesity, and type 2 diabetes and summarizes the latest findings in exosome biology.