Extracellular vesicles (EVs) enriched with bioactive molecules have gained considerable attention in nanotechnology because they are critical to intercellular communication while maintaining low immunological impact. Among biological matrices, urine has emerged as a noninvasive source of extracellular-contained liquid biopsy, currently of interest as a readout for physiological adaptations. Therefore, we aimed to evaluate chronic adaptations of endurance sport practice in terms of urinary EV parameters and evaluated by food consumption assessment. Two balanced groups of 13 inactive controls vs. triathlon athletes were enrolled; their urinary EVs were obtained by differential ultracentrifugation and analyzed by dynamic light scattering and transmission electron and atomic force microscopy. The cargo was analyzed by means of purine and miRNA content through HPLC-UV and qRT-PCR. Specific urinary EV signatures differentiated inactive versus endurance-trained in terms of peculiar shape. Particularly, a spheroid shape, smaller size, and lower roughness characterize EVs from triathletes. Metabolic and regulatory miRNAs often associated with skeletal muscle (i.e., miR378a-5p, miR27a-3p, miR133a, and miR206) also accounted for a differential signature. These miRNAs and guanosine in urinary EVs can be used as a readout for metabolic status along with the shape and roughness of EVs, novel informative parameters that are rarely considered. The network models allow scholars to entangle nutritional and exercise factors related to EVs’ miRNA and purine content to depict metabolic signatures. All in all, multiplex biophysical and molecular analyses of urinary EVs may serve as promising prospects for research in exercise physiology.