Exosomes are the smallest extracellular vesicles that can be released by practically all cell types, and range in size from 30 nm to 150 nm. As the major marker of liquid biopsies, exosomes have great potential for disease diagnosis, therapy, and prognosis. However, their inherent heterogeneity, the complexity of biological fluids, and the presence of nanoscale contaminants make the isolation of exosomes a great challenge. Traditional isolation methods of exosomes are cumbersome and challenging with complex and time-consuming operations. In recent years, the emergence of microfluidic chips, nanolithography, electro-deposition, and other technologies has promoted the combination and innovation of the isolation methods. The application of these methods has brought very considerable benefits to the isolation of exosomes such as ultra-fast, portable integration, and low loss. There are significant functional improvements in isolation yield, isolation purity, and clinical applications. In this review, a series of methods for the isolation of exosomes are summarized, with emphasis on the emerging methods, and in-depth comparison and analysis of each method are provided, including their principles, merits, and demerits.