In the era of multi-omic sciences, dogma on singular cause-effect in physio-pathological processes is overcome and system biology approaches have been providing new perspectives to see through. In this context, extracellular vesicles (EVs) are offering a new level of complexity, given their role in cellular communication and their activity as mediators of specific signals to target cells or tissues. Indeed, their heterogeneity in terms of content, function, origin and potentiality contribute to the cross-interaction of almost every molecular process occurring in a complex system. Such features make EVs proper biological systems being, therefore, optimal targets of omic sciences. Currently, most studies focus on dissecting EVs content in order to either characterize it or to explore its role in various pathogenic processes at transcriptomic, proteomic, metabolomic, lipidomic and genomic levels. Despite valuable results are being provided by individual omic studies, the categorization of EVs biological data might represent a limit to be overcome. For this reason, a multi-omic integrative approach might contribute to explore EVs function, their tissue-specific origin and their potentiality. This review summarizes the state-of-the-art of EVs omic studies, addressing recent research on the integration of EVs multi-level biological data and challenging developments in EVs origin.