Liquid biopsy has emerged as a promising avenue for non‐invasive and rapid retrieval of pathological information from patient body fluids. Over the years, liquid biopsy has garnered significant attention for clinically treating cancer by selecting appropriate biomarkers such as circulating tumor cells (CTCs) and extracellular vesicles (EVs). Further integration of advanced technologies has facilitated the efficient capture of biomarkers for liquid biopsy, revolutionizing clinical decision‐making in the multiple processes and stages of cancer patients. Underscoring the intersection of different disciplines, this review provides a holistic summary of recent breakthroughs specifically designed for the capture and application of distinctive biomarkers to blend real‐world clinical decision‐making with material science. Firstly, we focus on the main principles of liquid biopsy and recent technologies that facilitate the capture and release of biomarkers (e.g., CTCs and EVs), leveraging their physicochemical properties. Then, the clinical applications of biomarkers are summarized, highlighting their potential for providing comprehensive clinical information. Later, the incorporation of machine learning is also emphasized for enhancing clinical applications and enabling deeper insights in the design of next‐generation platforms for specific biomarker isolation. Finally, future opportunities for clinical decision‐making are explored by combining advanced nanotechnologies and artificial intelligence, thereby offering inconceivable possibilities for improving patient care.