Exosomes belong to the class of extracellular vesicles of endocytic origin, which are regarded as a promising source of cancer biomarkers in liquid biopsy. As a result, an accurate, sensitive, and specific quantification of these nano-sized particles is of significant importance. Affinity-based approaches are recognized as the most valuable technique for exosome isolation and characterization. Indeed, Affibody biomolecules are a type of protein scaffold engineered with small size and enjoy the features of high thermal stability, affinity, and specificity. While the utilization of antibodies, aptamers, and other biologically active substances for exosome detection has been reported widely, there are no reports describing Affibody molecules’ usage for exosome detection. In this study, for the first time, we have proposed a novel strategy of using Affibody functionalized microbeads (AffiBeads) for exosome detection with a high degree of efficiency. As a proof-of-concept, anti-EGFR-AffiBeads were fabricated and applied to capture and detect human lung A549 cancer cell-derived EGFR-positive exosomes using flow cytometry and fluorescent microscopy. Moreover, the capture efficiency of the AffiBeads were compared with its counterpart antibody. Our results showed that the Affibody probe had a detection limit of 15.6 ng exosomes per mL (~12 exosomes per AffiBead). The approach proposed in the current study can be used for sensitive detection of low expression level markers on tumor-derived exosomes, providing a basis for early-stage cancer diagnosis.