Exosomes have been implicated in a wide range of pathological and nonpathological processes. Research on tumor-derived exosomes uncovered their role on major processes associated with disease progression. Uncontrolled cellular proliferation resulting in tumor growth, metastatic dissemination and modulation of the immune response, are only a few of the central pathological processes in which tumor-derived exosomes have been implicated. These in vivo studies rely on the administration of purified labeled exosomes from cell culture supernatants into circulation of animals or injections of genetically engineered cells that produce labeled exosomes. However, it is not clear that current available techniques actually translate the in vivo implications of exosomes in several biological processes. The variations seen when using different exosomes cell sources, the total amount of exosomes injected in mice and their route of administration as well as the fact that most studies are performed in immunodeficient animals, shows the difficulty to achieve conclusions which are biologically significant. Genetically engineered mouse models (GEMM) could be a promising approach to address the current technical limitations allowing tracing tumor-derived exosomes in a living organism. These models could enhance greatly our knowledge about exosomes in different fields of research, namely cancer.