Hepatobiliary cancers are a heterogeneous group of malignancies with a dismal prognosis. Despite intensive research efforts focused on these tumors, methods for early diagnosis and effective targeted therapies are still lacking. Exosomes, released by most cells, exist in all kinds of body fluids and play an important role in cell-to-cell communication. They are small membranous vesicles containing biological molecules, such as noncoding RNAs (ncRNA), which are not translated into proteins, but they exert effects on the regulation of gene transcription and translation. There is growing evidence for the essential roles of ncRNAs in exosomes in both physiologic and pathologic conditions of hepatobiliary cancers. They have been identified as sensitive diagnostic biomarkers as well as potential therapeutic targets. The present review discusses recent findings in the cross-talk between hepatobiliary cancers cells and the surrounding cells of the microenvironment and discuss their potential clinical usage.