Obesity and diabetes incidence rates are increasing dramatically, reaching pandemic proportions. Therefore, there is an urgent need to unravel the mechanisms underlying their pathophysiology. Of particular interest is the close interconnection between gut microbiota dysbiosis and obesity and diabetes progression. Hence, microbiota manipulation through diet has been postulated as a promising therapeutic target. In this regard, secretion of gut microbiota-derived extracellular vesicles is gaining special attention, standing out as key factors that could mediate gut microbiota-host communication. Extracellular vesicles (EVs) derived from gut microbiota and probiotic bacteria allow to encapsulate a wide range of bioactive molecules (such as/or including proteins and nucleic acids) that could travel short and long distances to modulate important biological functions with the overall impact on the host health. EV-derived from specific bacteria induce differential physiological responses. For example, a high-fat diet-induced increase of the proteobacterium Pseudomonas panacis-derived EV is closely associated with the progression of metabolic dysfunction in mice. In contrast, Akkermansia muciniphila EV are linked with the alleviation of high-fat diet-induced obesity and diabetes in mice. Here, we review the newest pieces of evidence concerning the potential role of gut microbiota and probiotic-derived EV on obesity and diabetes onset, progression, and management, through the modulation of inflammation, metabolism, and gut permeability. In addition, we discuss the role of certain dietary patterns on gut microbiota-derived EV profile and the clinical implication that dietary habits could have on metabolic diseases progression through the shaping of gut microbiota-derived EV.