Exosomes are nanovesicles that are released from cells as a mechanism of cell-free intercellular communication. Only a limited number of proteins have been identified from the plasma exosome proteome. Here, we developed a multi-step fractionation scheme incorporating gel exclusion chromatography, rate zonal centrifugation through continuous sucrose gradients, and high-speed centrifugation to purify exosomes from human plasma. Exosome-associated proteins were separated by SDS-PAGE and 66 proteins were identified by LC-MS/MS, which included both cellular and extracellular proteins. Furthermore, we identified and characterized peroxisome proliferator-activated receptor-gamma (PPARgamma), a nuclear receptor that regulates adipocyte differentiation and proliferation, as well as immune and inflammatory cell functions, as a novel component of plasma-derived exosomes. Given the important role of exosomes as intercellular messengers, the discovery of PPARgamma as a component of human plasma exosomes identifies a potential new pathway for the paracrine transfer of nuclear receptors.