Exosomes derived from tumor cells contain various molecular components, such as proteins, RNA, DNA, lipids, and carbohydrates. These components play a crucial role in all stages of tumorigenesis and development. Moreover, they reflect the physiological and pathological status of parental tumor cells. Recently, tumor-derived exosomes have become popular biomarkers for non-invasive liquid biopsy and the diagnosis of numerous cancers. The interdisciplinary significance of exosomes research has also attracted growing enthusiasm. However, the intrinsic nature of tumor-derived exosomes requires advanced methods to detect and evaluate the complex biofluid. This review analyzes the relationship between exosomes and tumors. It also summarizes the exosomal biological origin, composition, and application of molecular markers in clinical cancer diagnosis. Remarkably, this paper constitutes a comprehensive summary of the innovative research on numerous detection strategies for tumor-derived exosomes with the intent of providing a theoretical basis and reference for early diagnosis and clinical treatment of cancer.