Adipose tissue plays important roles in regulating whole-body energy metabolism through its storage function in white adipocytes and its dissipating function in brown and beige adipocytes. Adipose tissue also produces a variety of secreted factors called adipocytokines, including leptin and adiponectin. Furthermore, recent studies have suggested the important roles of extracellular vesicles of endosomal origin termed exosomes, which are secreted from adipocytes and other cells in adipose tissue and influence whole-body glucose and lipid metabolism. Adiponectin is known to be a pleiotropic organ-protective protein that is exclusively produced by adipocytes and decreased in obesity. Adiponectin accumulates in tissues such as heart, muscle, and vascular endothelium through binding with T-cadherin, a glycosylphosphatidylinositol-anchored (GPI-anchored) cadherin. Recently, adiponectin was found to enhance exosome biogenesis and secretion, leading to a decrease in cellular ceramides, excess of which is known to cause insulin resistance and cardiovascular disease phenotypes. These findings support the hypothesis that adipose tissue metabolism systemically regulates exosome production and whole-body metabolism through exosomes. This review focuses on intra-adipose and interorgan communication by exosomes, adiponectin-stimulated exosome production, and their dysregulation in metabolic diseases.