Abstract Extracellular vesicles (EVs), as natural mediators of intercellular communication, hold substantial promise for diagnostics, drug delivery, and regenerative medicine. However, their translation remains constrained by vulnerability to hostile microenvironments, rapid clearance with a short in vivo half‐life, and limited control over localization and dosing. Encapsulation based on multi‐scale materials engineering can endow EVs with programmable release, environmental responsiveness, and site‐specific delivery. In this review, recent advances in EV encapsulation technologies are synthesized. Guided by structural design principles, encapsulation is classified into three scales comprising nanoscale, microscale, and macroscale, and each scale provides distinct mechanisms for protection and controlled release. A comparative overview of representative strategies is then offered, and their advantages and application contexts are summarized. Finally, key challenges and future directions are outlined, including elucidation of material–EV interactions, development of scalable and standardized manufacturing, and realization of on‐demand, spatiotemporally precise release in response to physiological cues.