It is widely accepted that the tumor microenvironment plays an important role in the progression of lymphoid malignancies. Interaction between the tumor and its surrounding immune cells is considered a potential therapeutic target. For example, anti-programmed cell death 1 (PD-1) antibody stimulates the surrounding exhausted immune cells to release PD-1/PD-L1, thereby leading to the regression of PD-L1-positive tumors. Recently, biological phenomena, such as trogocytosis and exosome-mediated transport were demonstrated to be involved in establishing and maintaining the tumor microenvironment. We found that trogocytosis-mediated PD-L1/L2 transfer from tumor cells to monocytes/macrophages is involved in immune dysfunction in classic Hodgkin lymphoma. Exosomes derived from Epstein-Barr virus (EBV)-associated lymphoma cells induce lymphoma tumorigenesis by transferring the EBV-coding microRNAs from the infected cells to macrophages. In this review, we summarized these biological phenomena based on our findings.