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Sphingosine-1-phosphate (S1P) is a bioactive lipid mediator that promotes cell survival, proliferation, migration, angiogenesis, lymphangiogenesis, and immune response; all are critical processes of cancer progression. Although some important roles of intracellular S1P have recently been uncovered, the majority of its biological effects are known to be mediated via activation of five specific G protein-coupled receptors [S1P receptor (S1PR)1–S1PR5] located on the cell surface. Secretion of S1P produced inside cells by sphingosine kinases can then signal through these receptors in autocrine, paracrine, and/or endocrine manners, coined “inside-out” signaling of S1P. Numerous studies suggest that secreted S1P plays important roles in cancer progression; thus, understanding the mechanism by which S1P is exported out of cells, particularly cancer cells, is both interesting and important. Here we will review the current understanding of the transport of S1P out of cancer cells and its potential roles in the tumor microenvironment.