Vesicles, are categorized as artificial (i.e., liposomes) or natural (i.e., extracellular vesicles (EVs)) and play significant roles in drug-delivery and biomarker-screening applications. Liposomes, as a representative form of artificial vesicle, are spherical lipid structures composed of one or more artificially synthesized phospholipid bilayers. Liposomes are highly biocompatible and bioavailable, very stable, and easily synthesized; hence, they are among the most commonly used and frequently applied nanocarriers in targeted drug-delivery systems (DDS). EVs are natural small membrane-bound vesicles actively secreted by cells and contain a variety of components, including nucleic acids, proteins, and lipids. They also serve as important mediators of intercellular communication. As the smallest EV subtype, with diameters of only 30-100 nm, exosomes contain unique biomolecules that are considered to be the fingerprints of the parent cells. In the pathological state, the content of exosomes will change; consequently, exosomes are potential disease-diagnosis biomarkers. Recent clinical trials have shown that exosomes are ideal nanocarriers in targeted drug-delivery therapies for a variety of diseases. Compared with traditional artificial liposomal carriers, exosomes display unique advantages and provide the DDS field with new possibilities. Liposomes and exosomes are receiving increasing levels of attention in the drug-delivery and biomarker-screening fields. This article introduces techniques for the preparation of liposomes, and the enrichment and separation of exosomes, and delves into research progress on their use in drug-delivery and biomarker-screening applications. Finally, challenges facing the use of liposomes and exosomes in clinical applications are discussed.