We prove that the Newton-Okounkov body of the flag E • := {X = X r ⊃ E r ⊃ {q}}, defined by the surface X and the exceptional divisor E r given by any divisorial valuation of the complex projective plane P 2 , with respect to the pull-back of the line-bundle O P 2 (1) is either a triangle or a quadrilateral, characterizing when it is a triangle or a quadrilateral. We also describe the vertices of that figure. Finally, we introduce a large family of flags for which we determine explicitly their Newton-Okounkov bodies which turn out to be triangular.