The future Electron -Ion (eA) Collider is expected to probe the high energy regime of the QCD dynamics, with the exclusive vector meson production cross section being one of the most promising observables. In this paper we complement previous studies of exclusive processes presenting a comprehensive analysis of diffractive ρ production at small x. We compute the coherent and incoherent cross sections taking into account non-linear QCD dynamical effects and considering different models for the dipole -proton scattering amplitude and for the vector meson wave function. The dependence of these cross sections with the energy, photon virtuality, nuclear mass number and squared momentum transfer is analysed in detail. Moreover, we compare the non-linear predictions with those obtained in the linear regime. Finally, we also estimate the exclusive photon, J/Ψ and φ production and compare with the results obtained for ρ production. Our results demonstrate that the analysis of diffractive ρ production in future electron -ion colliders will be important to understand the non-linear QCD dynamics.