Most cell types can release vesicles. Cell-derived vesicles are increasingly recognized as an evolutionary wide-spread mechanism of intercellular communication. The paracrine and long range activity of vesicles and their regulated cargo-composition endows these vesicles with regulatory properties beyond that of the parental cell. The release and biogenesis of cell-derived vesicles is a dynamic and tightly controlled process. In the past years it has become clear that these vesicles exert a plethora of biological effects. This has sparked the intense interest in these vesicles in relation to (patho)physiological processes. This review focuses on the role of cell-derived vesicles in inflammation, with emphasis on the immune modulating capacity of immune cell-derived vesicles. The biological activity of different leukocyte-derived vesicles is compared, and potential explanations for the strong biological effects exhibited by vesicles are provided. The role of cell-derived vesicles in inflammatory processes is discussed by speculating how these vesicles can contribute to allergic inflammation.