Parasitic worms have a major global impact in human and animal populations due to the chronicity of their infections. These parasites have an exquisite capacity to survive in host animals. There is a growing body of evidence that extracellular vesicles (EVs) are intimately involved in parasitism, and that these vesicles are instrumental in modulating (suppressing) inflammatory/immune responses. The recent expansion of proteomic and lipidomic technologies and molecular resources for some parasitic worms (order Strongylida) provide a unique opportunity to conduct profound (qualitative and quantitative) explorations of EVs, with the prospect of being able to elucidate the functional roles of key molecules within these vesicles in host tissues and cells. As one of the most pathogenic nematodes of livestock animals, the blood-feeding barber’s pole worm – Haemonchus contortus – is an ideal model system for EV exploration. Here, using advanced methods, we defined the proteome of EVs of Haemonchus contortus. We identified and quantified 561 proteins in these 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. glycerophospholipids and sphingolipids) associated with signalling, indicating an 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; a foundation to assess the utility of such molecules as biomarkers for the specific detection of infection or disease; and the prospect of finding ways to disrupt or interrupt this relationship to suppress or eliminate infection.