Metastasis is a major challenge in the treatment of cancer. Exosomes are a class of small extracellular vesicles (EVs) that play critical roles in several human diseases, especially cancer, by transferring information (e.g., DNA, RNA, and protein) via cell-to-cell communication. Numerous recent studies have shown that exosomal long non-coding RNAs (lncRNAs) play crucial regulatory roles in cancer metastasis in the tumor microenvironment by altering the expression of several key signaling pathways and molecules. Due to their specificity and sensitivity, exosomal lncRNAs have potential as novel tumor markers and therapeutic targets in the treatment of cancer metastasis. In this review, we aim to summarize the roles of exosomal lncRNAs in cancer metastasis, the mechanisms underlying their roles, and their potential clinical applications.