Background: Considering exosomes as intercellular transporters, inevitably interacting with the plasma membrane and the large available surface of blood cells, we wonder if a fraction of circulating exosomes is associated with the surface of blood cells. Objective: The aim of this study was to develop an efficient protocol for isolating exosomes associated with the surface of blood cells and to further investigate the characteristics of this fraction in a healthy state and during the development of breast cancer, as well as its possible implication for use in diagnostic applications. Methods: Blood samples were collected from healthy females (HFs) and breast cancer patients (BCPs). Exosomes extracted from blood plasma and eluted from the surface of blood cells were isolated by ultrafiltration with subsequent ultracentrifugation. Results: Transmission electron microscopy (TEM), along with immunogold labeling, demonstrated the presence of exosomes among membrane-wrapped extracellular vesicles (EVs) isolated from both plasma and blood cell eluates. TEM, nanoparticle tracking analysis, and NanoOrange protein quantitation data showed that cell-associated exosomes constituted no less than 2/3 of total blood exosome number. Exosomes, ranging from 50–70 nm in size, prevailed in the blood of breast cancer patients, whereas smaller exosomes (30–50 nm) were mostly observed in the blood of healthy women. Analysis of specific proteins and RNAs in exosomes circulating in blood demonstrated the significant differences in the packing density of the polymers in exosomes of HFs and BCPs. Preliminary data indicated that detection of cancer-specific miRNA (miR-103, miR-191, miR-195) in exosomes associated with the fraction of red blood cells allowed to discriminate HFs and BCPs more precisely compared to cell-free exosomes circulating in plasma. Conclusion: Our data provide the basis for using blood cell-associated exosomes for diagnostic applications.