Viruses are obligate parasites that depend on the cellular machinery for their propagation. Several viruses also incorporate cellular proteins that facilitate viral spread. Defining these cellular proteins is critical to decipher viral life cycles and delineate novel therapeutic strategies. While numerous studies have explored the importance of host proteins in coronavirus spread, information about their presence in mature virions is limited. In this study, we developed a protocol to highly enrich mature HCoV-OC43 virions and characterize them by proteomics. Recognizing that cells release extracellular vesicles whose content is modulated by viruses, and given our ability to separate virions from these vesicles, we also analyzed their protein content in both uninfected and infected cells. We uncovered 69 unique cellular proteins associated with virions including 31 high confidence hits. These proteins primarily regulate RNA metabolism, enzymatic activities, vesicular transport, cell adhesion, metabolite interconversion and translation. We further discovered that the virus had a profound impact on exosome composition, incorporating 47 novel cellular proteins (11 high confidence) and excluding 92 others (61 high confidence) in virus-associated extracellular vesicles compared to uninfected cells. Moreover, a dsiRNA screen revealed that 11 of 18 select targets significantly impacted viral yields, including proteins found in virions or extracellular vesicles. Overall, this study provides new and important insights into the incorporation of numerous host proteins into HCoV-OC43 virions, their biological significance and the ability of the virus to modulate extracellular vesicles.