Blood extracellular vesicles (EVs) play essential roles in cell–cell communication and their molecular cargo is a promising source of disease biomarkers. However, proteomic characterization of plasma-derived EVs is challenged by the presence of highly abundant plasma proteins, which limits the detection of less abundant proteins, and by the low number of EVs in biological fluids. The aim of this study was to investigate if the removal of abundant plasma proteins prior to EV isolation could improve plasma-derived EV characterization by LC–MS/MS and expand the proteome coverage. Plasma depletion was performed using a single-use spin column and EVs were isolated from only 100 µL of non-depleted and depleted plasma by size exclusion chromatography. Afterwards, EVs were characterized by nanoparticle tracking analysis and mass spectrometry–based proteomics using a data-independent acquisition approach. Depleted plasma-derived EVs had higher particle concentrations and particle-to-protein ratios. Depletion did increase the protein coverage with a higher number of identifications in EVs from depleted plasma (474 proteins) than from non-depleted (386 proteins). However, EVs derived from non-depleted plasma carried a slightly higher number of common EV markers. Overall, our findings suggest that plasma depletion prior to EV isolation by size exclusion chromatography provides higher yield and protein coverage, but slightly lower identification of EV markers. This study also showed the possibility to characterize the proteome of EVs derived from small plasma volumes, encouraging the clinical feasibility of the discovery of EV biomarkers.