Diabetic kidney disease (DKD) is the leading cause of end stage renal disease (ESRD) in developed countries, affecting more than 40% of diabetes mellitus (DM) patients. DKD pathogenesis is multifactorial leading to a clinical presentation characterized by proteinuria, hypertension, and a gradual reduction in kidney function, accompanied by a high incidence of cardiovascular (CV) events and mortality. Unlike other diabetes-related complications, DKD prevalence has failed to decline over the past 30 years, becoming a growing socioeconomic burden. Treatments controlling glucose levels, albuminuria and blood pressure may slow down DKD evolution and reduce CV events, but are not able to completely halt its progression. Moreover, one in five patients with diabetes develop DKD in the absence of albuminuria, and in others nephropathy goes unrecognized at the time of diagnosis, urging to find novel noninvasive and more precise early diagnosis and prognosis biomarkers and therapeutic targets for these patient subgroups. Extracellular vesicles (EVs), especially urinary (u)EVs, have emerged as an alternative for this purpose, as changes in their numbers and composition have been reported in clinical conditions involving DM and renal diseases. In this review, we will summarize the current knowledge on the role of (u)EVs in DKD.