Mammalian cells secrete two types of extracellular vesicles either constitutively or in a regulated manner: exosomes (50–100 nm in diameter) released from the intracellular compartment and ectosomes (also called microvesicles, 100–1000 nm in diameter) shed directly from the plasma membrane. Extracellular vesicles are bilayered proteolipids enriched with proteins, mRNAs, microRNAs, and lipids. In recent years, much data have been collected regarding the specific components of extracellular vesicles from various cell types and body fluids using proteomic, transcriptomic, and lipidomic methods. These studies have revealed that extracellular vesicles harbor specific types of proteins, mRNAs, miRNAs, and lipids rather than random cellular components. These results provide valuable information on the molecular mechanisms involved in vesicular cargo‐sorting and biogenesis. Furthermore, studies of these complex extracellular organelles have facilitated conceptual advancements in the field of intercellular communication under physiological and pathological conditions as well as for disease‐specific biomarker discovery. This review focuses on the proteomic, transcriptomic, and lipidomic profiles of extracellular vesicles, and will briefly summarize recent advances in the biology, function, and diagnostic potential of vesicle‐specific components.