Exosomes are extracellular vesicles playing a pivotal role in the intercellular communication. They shuttle different cargoes, including nucleic acids from their cell of origin. For this reason, they have been studied as carriers of tumor markers in different liquid biopsy approaches, in particular for solid tumors. Few data are available concerning exosomes as markers of myeloid neoplasia. To better understand their real potential and the best approach to investigate leukemic exosomes, we present the results of a pilot feasibility study evaluating the application of next-generation sequencing analysis of dsDNA derived from exosomes isolated in 14 adult patients affected by acute myeloid leukemias. In particular, leukemia-derived exosome fractions have been analyzed. The concentration of dsDNA co-extracted with exosomes and the number and types of mutations detected were considered and compared with ones identified in the Bone Marrow (BM) and Peripheral Blood (PB) cells. Exosomal DNA concentration, both considering the cargo and the DNA surrounding the lipid membrane resulted in a linear correlation with leukemic burden. Moreover, exosomal DNA mutation status presented 86.5% of homology with BM and 75% with PB. The results of this pilot study confirmed the feasibility of a leukemia-derived exosome enrichment approach followed by exosomal dsDNA NGS analysis for AML biomarker detection. These data point to the use of liquid biopsy in myeloid neoplasia for the detection of active leukemic cells resident in the BM via a painless procedure.