Echinococcosis, mainly caused by , is one of the 17 neglected tropical diseases. Extracellular vesicles (EVs) play an essential role in the host-parasite interplay. However, the EVs in the hydatid fluid (HF) of are not fully characterized. Herein, three different types of HF EVs, designated as 2 K, 10 K, and 110 K EVs based on the centrifugal force used, were morphologically identified. A total of 97, 80, and 581 proteins were identified in 2 K, 10 K, and 110 K EVs, respectively, 39 of which were commonly shared. Moreover, 11, 8, and 25 miRNAs were detected, respectively, and all of the 7 selected miRNAs were validated by qPCR to be significantly lower abundant than that in protoscoleces. It was further deemed that 110 K EVs were internalized by sheep peripheral blood mononuclear cells (PBMCs) in a time-dependent manner and thus induced interleukin (IL)-10, tumor necrosis factor-α (TNF-α), and IRF5 were significantly upregulated and IL-1β, IL-17, and CD14 were significantly downregulated ( < 0.05). These data demonstrate the physical discrepancy of three HF EVs and an immunomodulatory effect of 110 K EVs on sheep PMBCs, suggesting a role in immune responses during infection.