Early diagnosis, along with innovative treatment options, are crucial to increase the overall survival of cancer patients. In the last decade, extracellular vesicles (EVs) have gained great interest in biomarker discovery. EVs are bilayer lipid membrane limited structures, released by almost all cell types, including cancer cells. The EV cargo, which consists of RNAs, proteins, DNA, and lipids, directly mirrors the cells of origin. EVs can be recovered from several body fluids, including blood, cerebral spinal fluid (CSF), saliva, and Broncho-Alveolar Lavage Fluid (BALF), by non-invasive or minimally invasive approaches, and are therefore proposed as feasible cancer diagnostic tools. In this review, methodologies for EV isolation and characterization and their impact as diagnostics for the central nervous system, head and neck, lung, and gastrointestinal cancers are outlined. For each of these tumours, recent data on the potential clinical applications of the EV’s unique cargo, alone or in combination with currently available tumour biomarkers, have been deeply discussed.