Although the clinical application and transformation of exosomes are still in the exploration stage, the prospects are promising and have a profound impact on the future transformation medicine of exosomes. However, due to the limitation of production and poor targeting ability of exosomes, the extensive and rich biological functions of exosomes are restricted, and the potential of clinical transformation is limited. The current research is committed to solving the above problems and expanding the clinical application value, but it lacks an extensive, multi-angle, and comprehensive systematic summary and prospect. Therefore, we reviewed the current optimization strategies of exosomes in medical applications, including the exogenous treatment of parent cells and the improvement of extraction methods, and compared their advantages and disadvantages. Subsequently, the targeting ability was improved by carrying drugs and engineering the structure of exosomes to solve the problem of poor targeting ability in clinical transformation. In addition, we discussed other problems that may exist in the application of exosomes. Although the clinical application and transformation of exosomes are still in the exploratory stage, the prospects are promising and have a profound impact on drug delivery, clinical diagnosis and treatment, and regenerative medicine.