Extracellular vesicles (EVs) have recently been at the center of attention of cellular biologists and physicians as their role in intercellular communications has become progressively revealed. EVs display a huge diversity concerning their biogenesis and functions, leading to a still evolving classification comprising exosomes, microvesicles and apoptotic bodies. One of the main technical challenges to studying EVs is to isolate them without interfering with their structure, in order to be able to reveal their functions and to use them as biomarkers. Moreover, the new area of therapeutically using EVs needs clinical grade methods of isolation. In this review, different methods disposable to researchers and clinicians to isolate EVs are described, focusing on the physical principles that allow understanding the advantages and limitations of each technique. The new growing field of microfluidic systems which offers the opportunity to associate isolation and characterization on a single chip will be presented highlighting its potential in the field of EV studies.