Extracellular vesicles (EVs) including exosomes and microvesicles are lipid bilayer‐encapsulated nanoparticles released by cells, ranging from 40 nm to several microns in diameter. Biological cargoes including proteins, RNAs, and DNAs can be ferried by EVs to neighboring and distant cells via biofluids, serving as a means of cell‐to‐cell communication under normal and pathological conditions, especially cancers. On the other hand, EVs have been investigated as a novel “information capsule” for early disease detection and monitoring via liquid biopsy. This review summarizes current advancements in EV subtype characterization, cancer EV capture, proteomic analysis technologies, as well as possible EV‐based multiomics for cancer diagnostics.