Background: Human breast milk is a complex biological fluid containing multifaceted biological compounds that boost immune and metabolic system development that support the short- and long-term health of newborns. Recent literature suggests that human breast milk is a substantial source of nutrients, bioactive molecules, and exosomes. Objectives: This review examines the factors influencing exosomes noted in human milk and the impacts of exosomes on infant health. Furthermore, it discusses potential future prospects for exosome research in dietetics. Methods: Through a narrative review of the existing literature, we focused on exosomes in breast milk, exosome components and their potential impact on exosome health. Results: Exosomes are single-membrane extracellular vesicles of endosomal origin, with an approximate radius of 20–200 nm. They are natural messengers that cells secrete to transport a wide range of diverse cargoes, including deoxyribonucleic acid, ribonucleic acid, proteins, and lipids between various cells. Some studies have reported that the components noted in exosomes in human breast milk could be transferred to the infant and cause epigenetic changes. Thus, it can affect gene expression and cellular event regulation in several tissues. Conclusions: In this manner, exosomes are associated with several pathways, including the immune system, oxidative stress, and cell cycle, and they can affect the short- and long-term health of infants. However, there is still much to learn about the functions, effectiveness, and certain impacts on the health of human breast milk exosomes.