Exosomes are lipid bilayer vesicles with a diameter of 40-100 nm secreted by almost all cells. They have been found play crucial regulatory roles in various diseases. With the development of exosomes engineering technology, exosome-based drug delivery has also rapidly evolved. Bladder cancer is a worldwide disease with high morbidity and recurrence but lack of funding, so it is also called Cinderella. Some explorations have demonstrated that exosomes are important in the development, prognosis, diagnosis and drug delivery of bladder cancer. With the rapid development of Mass spectrometry and next-generation sequencing, increasing numbers of differentially expressed molecules derived from exosomes have been found in bladder cancer. Exosomes and their contents are largely involved in bladder cancer progression, engineering of these exosomes with the targeted genes improves their potential for drug delivery of bladder cancer. Furthermore, exosomes and their contents are relate to many characteristics of bladder cancer. Herein, we briefly search 59 researches to explore the cargoes encapsuled in exosomes of bladder cancer patients. We also summarize the biogenesis, function, expression profiles, engineering approaches and biological mechanisms of exosomes and their contents for the diagnosis, prognosis and drug delivery for bladder cancer. We aim to make it clear whether exosomes are the glass slippers of Cinderella.