Extracellular vesicles (EVs) are a heterogeneous population of vesicles composed of a lipid bilayer that carry a large repertoire of molecules including proteins, lipids, and nucleic acids. In this review, some guidelines for plasma‐derived EVs isolation, characterization, and proteomic analysis, and the application of the above to cardiovascular disease (CVD) studies are provided. For EVs analysis, blood samples should be collected using a 21‐gauge needle, preferably in citrate tubes, and plasma stored for up to 1 year at −80°, using a single freeze–thaw cycle. For proteomic applications, differential centrifugation (including ultracentrifugation steps) is a good option for EVs isolation. EVs characterization is done by transmission electron microscopy, particle enumeration techniques (nanoparticle‐tracking analysis, dynamic light scattering), and flow cytometry. Regarding the proteomics strategy, a label‐free and gel‐free quantitative method is a good choice due to its accuracy and because it minimizes the amount of sample required for clinical applications. Besides the above, main EVs proteomic findings in cardiovascular‐related diseases are presented and analyzed in this review, paying especial attention to overlapping results between studies. The latter might offer new insights into the clinical relevance and potential of novel EVs biomarkers identified to date in the context of CVD.