Pathological hallmarks of Alzheimer’s disease (AD) are deposits of amyloid beta (Aβ) and hyper-phosphorylated tau aggregates in brain plaques. Recent studies have highlighted the importance of Aβ and tau-containing extracellular vesicles (EVs) in AD. We therefore examined EVs separated from cerebrospinal fluid (CSF) of AD, mild cognitive impairment (MCI), and control (CTRL) patient samples to profile the protein composition of CSF EV. EV fractions were separated from AD (n = 13), MCI (n = 10), and CTRL (n = 10) CSF samples using MagCapture Exosome Isolation kit. The CSF-derived EV proteins were identified and quantified by label-free and tandem mass tag (TMT)-labeled mass spectrometry. Label-free proteomics analysis identified 2546 proteins that were significantly enriched for extracellular exosome ontology by Gene Ontology analysis. Canonical Pathway Analysis revealed glia-related signaling. Quantitative proteomics analysis, moreover, showed that EVs expressed 1284 unique proteins in AD, MCI and CTRL groups. Statistical analysis identified three proteins—HSPA1A, NPEPPS, and PTGFRN—involved in AD progression. In addition, the PTGFRN showed a moderate correlation with amyloid plaque (rho = 0.404, p = 0.027) and tangle scores (rho = 0.500, p = 0.005) in AD, MCI and CTRL. Based on the CSF EV proteomics, these data indicate that three proteins, HSPA1A, NPEPPS and PTGFRN, may be used to monitor the progression of MCI to AD.