Early detection of lung cancer in screening programs is a rational way to reduce mortality associated with this malignancy. Low-dose computed tomography, a diagnostic tool used in lung cancer screening, generates a relatively large number of false-positive results, and its complementation with molecular biomarkers would greatly improve the effectiveness of such programs. Several biomarkers of lung cancer based on different components of blood, including miRNA signatures, were proposed. However, only a few of them have been positively validated in the context of early cancer detection yet, which imposes a constant need for new biomarker candidates. An emerging source of cancer biomarkers are exosomes and other types of extracellular vesicles circulating in body fluids. Hence, different molecular components of serum/plasma-derived exosomes were tested and showed different levels in lung cancer patients and healthy individuals. Several studies focused on the miRNA component of these vesicles. Proposed signatures of exosome miRNA had promising diagnostic value, though none of them have yet been clinically validated. These signatures involved a few dozen miRNA species overall, including a few species that recurred in different signatures. It is worth noting that all these miRNA species have cancer-related functions and have been associated with lung cancer progression. Moreover, a few of them, including known oncomirs miR-17, miR-19, miR-21, and miR-221, appeared in multiple miRNA signatures of lung cancer based on both the whole serum/plasma and serum/plasma-derived exosomes.