As an important medium of intercellular communication, exosomes play an important role in information transmission between tumor cells and their microenvironment. Tumor metastasis is a serious influencing factor for poor treatment effect and shortened survival. Lung cancer is a major malignant tumor that seriously threatens human health. The study of the underlying mechanisms of exosomes in tumor genesis and development may provide new ideas for early and effective diagnosis and treatment of lung cancer metastasis. Many studies have shown that tumor-derived exosomes promote lung cancer development through a number of processes. By promoting epithelial-mesenchymal transition of tumor cells, they induce angiogenesis, establishment of the pretransfer microenvironment, and immune escape. This understanding enables researchers to better understand the mechanism of lung cancer metastasis and explore new treatments for clinical application. In this article, we systematically review current research progress of tumor-derived exosomes in metastasis of lung cancer. Although positive progress has been made toward understanding the mechanism of exosomes in lung cancer metastasis, systematic basic research and clinical translational research remains lacking and are needed to translate our scientific understanding toward applications in the clinical diagnosis and treatment of lung cancer metastasis in the near future.