Exosome secretion is a notable feature of malignancy owing to the roles of these nanoparticles in cancer growth, immune suppression, tumor angiogenesis and therapeutic resistance. Exosomes are 30–100 nm membrane vesicles released by many cells types during normal physiological processes. Tumors aberrantly secrete large quantities of exosomes that transport oncoproteins and immune suppressive molecules to support tumor growth and metastasis. The role of exosomes in intercellular signaling is exemplified by human epidermal growth factor receptor type 2 (HER2) over-expressing breast cancer, where exosomes with the HER2 oncoprotein stimulate tumor growth and interfere with the activity of the therapeutic antibody Herceptin®. Since numerous observations from experimental model systems point toward an important clinical impact of exosomes in cancer, several pharmacological strategies have been proposed for targeting their malignant activities. We also propose a novel device strategy involving extracorporeal hemofiltration of exosomes from the entire circulatory system using an affinity plasmapheresis platform known as the Aethlon ADAPT™ (adaptive dialysis-like affinity platform technology) system, which would overcome the risks of toxicity and drug interactions posed by pharmacological approaches. This technology allows affinity agents, including exosome-binding lectins and antibodies, to be immobilized in the outer-capillary space of plasma filtration membranes that integrate into existing kidney dialysis systems. Device therapies that evolve from this platform allow rapid extracorporeal capture and selective retention of target particles < 200 nm from the entire circulatory system. This strategy is supported by clinical experience in hepatitis C virus-infected patients using an ADAPT™ device, the Hemopurifier®, to reduce the systemic load of virions having similar sizes and glycosylated surfaces as cancer exosomes. This review discusses the possible therapeutic approaches for targeting immune suppressive exosomes in cancer patients, and the anticipated significance of these strategies for reversing immune dysfunction and improving responses to standard of care treatments.