Parasitic protozoa of the genus Leishmania are the causative agents of leishmaniasis. Survival and transmission of these parasites in their different hosts require membrane-bound or extracellular factors to interact with and modify their host environments. Over the last decade, several approaches have been applied to study all the extracellular proteins exported by an organism at a particular time or stage in its life cycle and under defined conditions, collectively termed the secretome or the exoproteome. In this review, we focus on emerging data shedding light on the secretion mechanisms involved in the production of the Leishmania exoproteome. We also describe other methodologies currently available that could be used to analyse the Leishmania exoproteome. Understanding the complexity of the Leishmania exoproteome is a key component to elucidating the mechanisms used by these parasites for exporting proteins to the extracellular space during its life cycle. Given the importance of extracellular factors, a detailed knowledge of the Leishmania exoproteome may provide novel targets for rational drug design and/or a source of antigens for vaccine development.