The neuroinflammatory state of the central nervous system (CNS) plays a key role in physiological and pathological conditions. Microglia, the resident immune cells in the brain, and sometimes the infiltrating bone marrow-derived macrophages (BMDMs), regulate the inflammatory profile of their microenvironment in the CNS. It is now accepted that the extracellular vesicle (EV) populations from immune cells act as immune mediators. Thus, their collection and isolation are important to identify their contents but also evaluate their biological effects on recipient cells. The present data highlight chronological requirements for EV isolation from microglia cells or blood macrophages including the ultracentrifugation and size-exclusion chromatography (SEC) steps. A non-targeted proteomic analysis permitted the validation of protein signatures as EV markers and characterized the biologically active EV contents. Microglia-derived EVs were also functionally used on primary culture of neurons to assess their importance as immune mediators in the neurite outgrowth. The results showed that microglia-derived EVs contribute to facilitate the neurite outgrowth in vitro. In parallel, blood macrophage-derived EVs were functionally used as immune mediators in spheroid cultures of C6 glioma cells, the results showing that these EVs control the glioma cell invasion in vitro. This report highlights the possibility to evaluate the EV-mediated immune cell functions but also understand the molecular bases of such a communication. This deciphering could promote the use of natural vesicles and/or the in vitro preparation of therapeutic vesicles in order to mimic immune properties in the microenvironment of CNS pathologies.