The present invention relates to a microvesicle that is derived from nucleated mammalian cells, which are smaller than the nucleated cells. The microvesicles of the present invention can be used in the delivery of a therapeutic or diagnostic substance to specific tissues or cells, and more particularly, relates to microvesicles derived from monocytes, macrophages, dendritic cells, stem cells or the like, which can be used to deliver specific therapeutic or diagnostic substances for treating and/or diagnosing tissue associated with cancer, diseased blood vessels, inflammation, or the like.