In recent years, a growing number of studies have evaluated the role of exosomes in pancreatic ductal adenocarcinoma cancer (PDAC) demonstrating their involvement in a multitude of pathways, including the induction of chemoresistance. The aim of this review is to present an overview of the current knowledge on the role of exosomes in the resistance to gemcitabine and nab-paclitaxel, which are two of the most commonly used drugs for the treatment of PDAC patients. Exosomes are vesicular cargos that transport multiple miRNAs, mRNAs and proteins from one cell to another cell and some of these factors can influence specific determinants of gemcitabine activity, such as the nucleoside transporter hENT1, or multidrug resistance proteins involved in the resistance to paclitaxel. Additional mechanisms underlying exosome-mediated resistance include the modulation of apoptotic pathways, cellular metabolism, or the modulation of oncogenic miRNA, such as miR-21 and miR-155. The current status of studies on circulating exosomal miRNA and their possible role as biomarkers are also discussed. Finally, we integrated the preclinical data with emerging clinical evidence, showing how the study of exosomes could help to predict the resistance of individual tumors, and guide the clinicians in the selection of innovative therapeutic strategies to overcome drug resistance.