Owing to the relationship between extracellular vesicles (EVs) and physiological and pathological conditions, the interest in EVs is exponentially growing. EVs hold high hopes for novel diagnostic and translational discoveries. This review provides an expert-based update of recent advances in the methods to study EVs and summarizes currently accepted considerations and recommendations from sample collection to isolation, detection, and characterization of EVs. Common misconceptions and methodological pitfalls are highlighted. Although EVs are found in all body fluids, in this review, we will focus on EVs from human blood, not only our most complex but also the most interesting body fluid for cardiovascular research.