Enterohemorrhagic Escherichia coli (EHEC) is a specific subset of Shiga toxin-producing Escherichia coli (STEC) strains that are characterized by their ability to cause bloody diarrhea (hemorrhagic colitis) and potentially life-threatening, extraintestinal complications such as hemolytic uremic syndrome (HUS), which is associated with acute renal failure., contributing to severe clinical outcomes. The Shiga toxins (Stxs), produced by EHEC, are primary virulence factors. These potent cytotoxins are composed of one enzymatically active A subunit (StxA) and five receptor-binding B subunits (StxB). Although the toxins are primarily associated with cytotoxic effects, they also elicit other pathogenic consequences due to their induction of a number of biological processes, including apoptosis through ER-stress, pro-inflammatory responses, autophagy, and post-translational modification (PTM). Moreover, several studies have reported the association between Stxs and extracellular vesicles (EVs), including microvesicles and exosomes, demonstrating that Stx-containing EVs secreted by intoxicated macrophages are taken up by recipient cells, such as toxin-sensitive renal proximal tubular epithelial cells. This mechanism likely contributes to the spreading of Stxs within the host, and may exacerbate gastrointestinal illnesses and kidney dysfunction. In this review, we summarize recent findings relating to the host responses, in different types of cells in vitro and in animal models, mediated by Stxs-containing exosomes. Due to their unique properties, EVs have been explored as therapeutic agents, drug delivery systems, and diagnostic tools. Thus, potential therapeutic applications of EVs in EHEC Stxs-mediated pathogenesis are also briefly reviewed.