Easily accessible biomarkers for Alzheimer’s dementia (AD) are lacking and established clinical markers are limited in applicability. Blood is a common biofluid for biomarker discoveries, and extracellular vesicles (EVs) may provide a matrix for exploring AD related biomarkers. Thus, we investigated proteins related to neurological and inflammatory processes in plasma and EVs. By proximity extension assay (PEA), 182 proteins were measured in plasma and EVs from patients with AD (n = 10), Mild Cognitive Impairment (MCI, n = 10), and healthy controls (n = 10). Plasma-derived EVs were enriched by 20,000× g, 1 h, 4 °C, and confirmed using nanoparticle tracking analysis (NTA), western blotting, and transmission electron microscopy with immunolabelling (IEM). Presence of CD9+ EVs was confirmed by western blotting and IEM. No group differences in particle concentration or size were detected by NTA. However, significant protein profiles were observed among subjects, particularly for EVs. Several proteins and their ratios could distinguish cognitively affected from healthy individuals. For plasma TGF-α│CCL20 (AUC = 0.96, 95% CI = 0.88–1.00, p = 0.001) and EVs CLEC1B│CCL11 (AUC = 0.95, 95% CI = 0.86–1.00, p = 0.001) showed diagnostic capabilities. Using PEA, we identified protein profiles capable of distinguishing healthy controls from AD patients. EVs provided additional biological information related to AD not observed in plasma alone.