Leishmania parasites are a group of kinetoplastid pathogens that cause a variety of clinical forms while maintaining cell communication by secreting extracellular vesicles. Emerging technologies have been adapted for the studies of Leishmania-host-cell interactions to enable broad scale analysis of parasite extracellular vesicles. Leishmania extracellular vesicles (LEVS) are naturally released spheroidal nanoparticles of polydispersed suspensions surrounded by a lipid layer of membrane. Although LEVs have increasingly gained in importance, much is still unexplained, including bioavailability and function in the complex molecular mechanisms of pathogenesis. Considering the importance of LEVs in the parasite-host interaction and in the parasite-parasite relationships emerged during evolution, the current review aims at giving an overview of Leishmania summarizing knowledge and formulating guidelines for LEVs research. In the end, we report, direct methods for specific isolation of LEVs from promastigotes and amastigotes culture supernatant suitable for a range of different downstream applications increasing the compatibility and reproducibility to establish optimal and comparable isolation conditions and full LEVs characterization, and crucial immunomodulatory events triggered by this important group of parasites.