Exosomes are a subclass of nanometer-sized vesicles formed by the endocytic pathway which contain genetic and protein material and reflect the contents of their cells of origin. In Plasmodium infections, vesicles derived from the parasite or parasite-infected cells have been shown to induce the expression of pro-inflammatory elements, which have been correlated with manifestations of clinic disease. Thus, these vesicles are of great interest as therapeutic targets, or as vehicles for immunomodulatory control. Herein, the identification and characterization of proteins within naturally occurring exosomes from a rodent Plasmodium yoelii infection is described. Our results establish that exosomes derived from an infection with P. yoelii contain proteins of interest as vaccine candidates (e.g. p235 rhoptry protein, multiple members of the yir multi-gene protein family, and the ribosomal protein S12), uncharacterized proteins which may be good targets of T cell immunoreactivity, and proteins involved in metabolic processes, homeostasis and immunity. These findings add to the growing interest on parasite exosomes and provide a different way to understand the interactions between host and parasite and identify novel proteins potentially targeted by protective immune responses. Together with evidence that exosomes can interact with the host immune system and generate an immune response, these data provide a solid foundation for future studies aimed at novel vaccination strategies in the context of parasitic diseases, where the classical approaches that have thus far failed.