Exosomes, a subtype of extracellular vesicles secreted by mammalian cells with a typical size range of 30–150 nm, have been implicated in many biological processes as intercellular communication carriers. The isolation of exosomes is an essential and challenging step before subsequent analysis and functional studies, due to the complexity of body fluids, as well as the small size and low density of exosomes. Ultracentrifugation (UC) and size exclusion chromatography (SEC) are two methods that have been extensively used for exosomes isolation in biological studies in recent years. In this work, we compared the characteristics of urinary exosomes extracted with SEC and UC methods in detail. Results showed that the SEC isolation method was superior to UC in the recovery of exosomal particles and proteins. The results of proteomics analysis showed that more purified exosomes were extracted with the SEC method. We also observed that parts of exosomes were ruptured and precipitated insufficiently during UC isolations. It not only led to a low recovery of exosome proteins but also resulted in a considerable loss of exosomal particles. Moreover, the exosomal rupture and particle loss in UC could not be avoided by resuspension of the exosomal particles. Our results also showed that exosomes from SEC purifications possessed a high internalization capability from 4 to 6 h when incubated with EA.hy926 and HCV29 cell lines.