Biosynthetic protein transport and sorting along the secretory pathway represents the last step in biosynthesis of a variety of proteins. Proteins destined for delivery to the cell surface are inserted cotranslationally into the endoplasmic reticulum (ER) and, after their correct folding, are transported out of the ER towards their final destinations. The successive compartments of the secretory pathway are connected by vesicular shuttles that mediate delivery of cargo. The formation of these carrier vesicles depends on the recruitment of cytosolic coat proteins that are thought to act as a mechanical device to shape a flattened donor membrane into a spherical vesicle. A general molecular machinery that mediates targeting and fusion of carrier vesicles has also been identified. This review is focused on COPI-coated vesicles that operate in protein transport within the early secretory pathway. Rather than representing a general overview of the role of COPI-coated vesicles, this mini-review will discuss mechanisms specifically related to the biogenesis of COPI-coated vesicles: (i) a possible role of phospholipase D in the formation of COPI-coated vesicles, (ii) a functional role of a novel family of transmembrane proteins, the p24 family, in the initiation of COPI assembly, and (iii) the direction COPI-coated vesicles may take within the early secretory pathway.