Embryo-maternal crosstalk is an important event that involves many biological processes, which must occur perfectly for pregnancy success. This complex communication starts from the zygote stage within the oviduct and continues in the uterus up to the end of pregnancy. Small extracellular vesicles (EVs) are part of this communication and carry bioactive molecules such as proteins, lipids, mRNA, and miRNA. Small EVs are present in the oviductal and uterine fluid and have important functions during fertilization and early embryonic development. Embryonic cells are able to uptake oviductal and endometrium-derived small EVs. Conversely, embryo-derived EVs might modulate oviductal and uterine function. In this review, our aim is to demonstrate the role of extracellular vesicles modulating embryo-maternal interactions during early pregnancy.