Genetically engineered T and NK cells expressing a chimeric antigen receptor (CAR) are promising cytotoxic cells for the treatment of hematological malignancies and solid tumors. Despite the successful therapies using CAR-T cells, they have some disadvantages, such as cytokine release syndrome (CRS), neurotoxicity, or graft-versus-host-disease (GVHD). CAR-NK cells have lack or minimal cytokine release syndrome and neurotoxicity, but also multiple mechanisms of cytotoxic activity. NK cells are suitable for developing an “off the shelf” therapeutic product that causes little or no graft versus host disease (GvHD), but they are more sensitive to apoptosis and have low levels of gene expression compared to CAR-T cells. To avoid these adverse effects, further developments need to be considered to enhance the effectiveness of adoptive cellular immunotherapy. A promising approach to enhance the effectiveness of adoptive cellular immunotherapy is overcoming terminal differentiation or senescence and exhaustion of T cells. In this case, EVs derived from immune cells in combination therapy with drugs may be considered in the treatment of cancer patients, especially effector T and NK cells-derived exosomes with the cytotoxic activity of their original cells.