Microvesicles (MVs) or shedding membrane vesicles have recently been described as a novel model of intercellular communication. Previously, MVs were considered as unnecessary or secreted cellular debris, but MVs have lately been described as having roles in a variety of biological functions, such as cell homeostasis and the cellular processes involved in the oncogenesis of many types of tumors. Carrying several key molecules that contribute to tumor development and progression, similar to mRNAs, microRNAs and other non-coding RNAs, DNA and even small proteins, MVs can be considered as a ubiquitous form of novel cell communication that is present in most somatic cells. Although tumor-derived MVs have been demonstrated in different types of cancers, the literature data on MVs in primary central nervous system (CNS) tumors are relatively scarce. In this review, we address the involvement of MVs in diffuse astrocytomas, particularly glioblastomas, as well as oligodendrogliomas and medulloblastomas. We placed particular focus on the cellular crosstalk between tumor and “normal” cells, the putative mechanisms how the tumor microenvironment is modulated and the spread of aggressive phenotypes. Additionally, a better understanding of the participation of tumor-derived MVs in the regulation of key cancer pathways will offer new insights into tumor pathogenesis and the mechanisms of multidrug resistance, and may help to develop new strategies for novel therapies against these infiltrative CNS tumors.