The secretion of extracellular membrane vesicles (EMVs) is a common phenomenon that occurs in archaea, bacteria, and mammalian cells. EMVs contain biologically active proteins, which have diverse roles in biological processes. The outer membrane vesicles (OMVs) of Gram-negative bacteria and membrane vesicles (MVs) of Gram-positive bacteria have been discovered in various species. The main issues related to bacterial EMVs are their virulence, biogenesis mechanisms, host cell interaction mechanisms, and their potential use as new vaccine candidates. Recently, proteomics has become an essential tool for the characterization of EMVs. Proteomics is useful for the identification, quantification, and protein-protein interaction analysis of EMV protein components. This review describes the current understanding of secretory EMVs based on proteomic methods and the characteristics of various bacterial secretory EMVs. Finally, evidence for their potential roles and future applications are discussed.