Many parasitic worms have a major adverse impact on human and animal populations worldwide due to the chronicity of their infections. There is a growing body of evidence indicating that extracellular vesicles (EVs) are intimately involved in modulating (suppressing) inflammatory/immune host responses and parasitism. As one of the most pathogenic nematodes of livestock animals,Haemonchus contortusis an ideal model system for EV exploration. Here, employing a multi-step enrichment process (in vitro culture, followed by ultracentrifugation, size exclusion and filtration), we enriched EVs fromH. contortusand undertook the first comprehensive (qualitative and quantitative) multi-omic investigation of EV proteins and lipids using advanced liquid chromatography–mass spectrometry and informatics methods. We identified and quantified 561 proteins and 446 lipids in EVs and compared these molecules with those of adult worms. We identified unique molecules in EVs, such as proteins linked to lipid transportation and lipid species (i.e., sphingolipids) associated with signalling, indicating the involvement of these molecules in parasite-host cross-talk. This work provides a solid starting point to explore the functional roles of EV-specific proteins and lipids in modulating parasite-host cross-talk, and the prospect of finding ways of disrupting or interrupting this relationship to suppress or eliminate parasite infection.