Directional cell movement through tissues is critical for multiple biological processes and requires maintenance of polarity in the face of complex environmental cues. Here we use intravital imaging to demonstrate that secretion of exosomes from late endosomes is required for directionally persistent and efficient in vivo movement of cancer cells. Inhibiting exosome secretion or biogenesis leads to defective tumour cell migration associated with increased formation of unstable protrusions and excessive directional switching. In vitro rescue experiments with purified exosomes and matrix coating identify adhesion assembly as a critical exosome function that promotes efficient cell motility. Live-cell imaging reveals that exosome secretion directly precedes and promotes adhesion assembly. Fibronectin is found to be a critical motility-promoting cargo whose sorting into exosomes depends on binding to integrins. We propose that autocrine secretion of exosomes powerfully promotes directionally persistent and effective cell motility by reinforcing otherwise transient polarization states and promoting adhesion assembly.