The identification of predictive factors for treatment of pancreatic cancer (PC) is an unmet clinical need. In the present work, we analyzed blood-derived extracellular vesicles (EVs) from patients with advanced PC in order to find a molecular signature predictive of response to therapy. We analyzed samples from 21 patients with advanced PC, all receiving first-line treatment with gemcitabine + nab-paclitaxel. Isolated EVs have been analyzed, and the results of laboratory have been matched with clinical data in order to investigate possible predictive factors. EV concentration and size were similar between responder and non-responder patients. Analysis of 37 EV surface epitopes showed a decreased expression of SSEA4 and CD81 in responder patients. We detected more than 450 expressed miRNAs in EVs. A comparative survey between responder and non-responder patients showed that at least 44 miRNAs were differently expressed. Some of these miRNAs have already been observed in relation to the survival and gemcitabine sensitivity of tumor cells. In conclusion, we showed the ability of our approach to identify EV-derived biomarkers with predictive value for therapy response in PC. Our findings are worthy of further investigation, including the analysis of samples from patients treated with different schedules and in different settings.