Extracellular vesicles (EVs), carriers of molecular signals, are considered a critical link in maintaining homeostasis in mammals. Currently, there is growing interest in studying the role of EVs, including exosomes (subpopulation of EVs), in animals of other evolutionary levels, including marine invertebrates. We have studied the possibility of obtaining appropriate preparations of EVs from whole-body extract of holothuria Eupentacta fraudatrix using a standard combination of centrifugation and ultracentrifugation. However, the preparations were heavily polluted, which did not allow us to conclude that they contained vesicles. Subsequent purification by FLX gel filtration significantly reduced the pollution but did not increase vesicle concentration to a necessary level. To detect EVs presence in the body of holothurians, we used transmission electron microscopy of ultrathin sections. Late endosomes, producing the exosomes, were found in the cells of the coelom epithelium covering the gonad, digestive tube and respiratory tree, as well as in the parenchyma cells of these organs. The study of purified homogenates of these organs revealed vesicles (30–100 nm) morphologically corresponding to exosomes. Thus, we can say for sure that holothurian cells produce EVs including exosomes, which can be isolated from homogenates of visceral organs.