Exosomes, which are phospholipid bilayer nanovesicles, can transfer their content to recipient cells, playing a crucial role in intercellular communication. Exosomes have emerged as promising cancer biomarkers. However, a convenient, efficient, and economical approach for their isolation and comprehensive analysis is still technically challenging. In this study, aptamer-based immunoaffinitive magnetic composites, MagG@PEI@DSP@aptamer, were prepared to achieve the convenient capture, efficient enrichment, and mild release of exosomes. The constructed composites contain three segments: a PEI-modified magnetic graphene scaffold, an aptamer CD63 sequence, and a cleavable cross-linker in between. Notably, the binding capacity of MagG@PEI@DSP for an aptamer is 93 nmol/mg, and per milligram MagG@PEI@DSP@aptamer could capture 450 μg exosomes. Moreover, the released exosomes from MagG@PEI@DSP@aptamer composites were intact and well-dispersed. The prepared composites were then applied to profile the metabolite composition of exosomes secreted by breast cancer cells MCF-7, and the number of detected features was obviously increased when compared to that obtained by the traditional ultracentrifugation method (4528 vs 3710 and 3967 vs 3785 in the positive and negative ionization modes). Besides, the exosomes secreted by MCF-7 and normal breast cells MCF-10A were isolated from cell culture medium with MagG@PEI@DSP@aptamer, and their metabolic profiles were then comprehensively analyzed; in total, 119 metabolites in MCF-7 and MCF-10A were identified. Compared with exosomes from MCF-10A, 43 and 42 metabolites were upregulated and downregulated, respectively, in those from MCF-7. These data showed that the prepared MagG@PEI@DSP@aptamer composites can be used to effectively capture exosomes and further for metabolomics analysis.