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Tumor cells express a high quantity of exosomes packaged with unique cargos under hypoxia, an important characteristic feature in solid tumors. These hypoxic tumor-derived exosomes are, crucially, involved in the interaction of cancer cells with their microenvironment, facilitating not only immune evasion, but increased cell growth and survival, enhanced angiogenesis, epithelial–mesenchymal transition (EMT), therapeutic resistance, autophagy, pre-metastasis, and metastasis. This paper explores the tumor microenvironment (TME) remodeling effects of hypoxic tumor-derived exosome towards facilitating the tumor progression process, particularly, the modulatory role of these factors on tumor cell immune evasion through suppression of immune cells, expression of surface recognition molecules, and secretion of antitumor soluble factor. Tumor-expressed exosomes educate immune effector cells, including macrophages, monocytes, T cells, natural killer (NK) cells, dendritic cells (DCs), γδ T lymphocytes, regulatory T cells (Tregs), myeloid-derived suppressor cells (MDSCs), mast cells, and B cells, within the hypoxic TME through the release of factors that regulate their recruitment, phenotype, and function. Thus, both hypoxia and tumor-derived exosomes modulate immune cells, growth factors, cytokines, receptor molecules, and other soluble factors, which, together, collaborate to form the immune-suppressive milieu of the tumor environment. Exploring the contribution of exosomal cargos, such as RNAs and proteins, as indispensable players in the cross-talk within the hypoxic tumor microenvironmental provides a potential target for antitumor immunity or subverting immune evasion and enhancing tumor therapies. [ABSTRACT FROM AUTHOR]