Exosomes are membranous vesicles released by cells in extracellular fluids: they have been found and analyzed in blood, urine, amniotic fluid, breast milk, seminal fluid, saliva and malignant effusions, besides conditioned media from different cell lines. Several recent papers show that exosome proteomes of different origin include both a common set of membrane and cytosolic proteins, and specific subsets of proteins, likely correlated to cell-type associated functions. This is particularly interesting in relation to their possible involvement in human diseases. The knowledge of exosome proteomics can help not only in understanding their biological roles but also in supplying new biomarkers to be searched for in patients' fluids. This review offers an overview of technical and analytical issues in exosome proteomics, and it highlights the significance of proteomic studies in terms of biological and clinical usefulness.