Extracellular vesicles (EVs) are produced by all cells and are found in all body fluids. They function as intercellular messengers that carry and deliver signals regulating cellular interactions in health and disease. EVs are emerging as potential biomarkers of diseases and responses to therapies, and much attention is being devoted to understanding their role in physiological as well as pathological events. EVs are heterogenous in their origin, size, molecular characteristics, genetic content and functions. Isolation of EV subsets from plasma and characterization of their distinct properties have been a limiting factor in ongoing efforts to understand their biological importance. Here, we discuss the immunoaffinity-based strategies that are available for isolating distinct subsets of EVs from plasma and provide a road-map to their successful immunocapture and molecular profiling, with special attention to tumor-derived EVs or TEX.