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The last decade has seen a rapid expansion of interest in extracellular vesicles (EVs) released by cells and proposed to mediate intercellular communication in physiological and pathological conditions. Considering that the genetic content of EVs reflects that of their respective parent cell, many researchers have proposed EVs as a source of biomarkers in various diseases. So far, the question of heterogeneity in given EV samples is rarely addressed at the experimental level. Because of their relatively small size, EVs are difficult to reliably isolate and detect within a given sample. Consequently, standardized protocols that have been optimized for accurate characterization of EVs are lacking despite recent advancements in the field. Continuous improvements in pre-analytical parameters permit more efficient assessment of EVs, however, methods to more objectively distinguish EVs from background, and to interpret multiple single-EV parameters are lacking. Here, we review EV heterogeneity according to their origin, mode of release, membrane composition, organelle and biochemical content, and other factors. In doing so, we also provide an overview of currently available and potentially applicable methods for single EV analysis. Finally, we examine the latest findings from experiments that have analyzed the issue at the single EV level and discuss potential implications.