Accumulating evidence supports a role for exosomal protein in diagnosis. The purpose of this study was to identify the tumor‐derived exosomal biomarkers in the serum that improve the diagnostic value in Chinese non‐small cell lung cancer (NSCLC) patients. Serum exosomes were isolated from healthy donors (n = 46) and NSCLC patients (n = 125) by ultracentrifugation and were characterized using transmission electron microscopy, qNano, and immunoblotting. Proteomic profiles (by mass spectrometry) revealed multiple differentially expressed proteins in the healthy and NSCLC groups. The exosomal expression levels of alpha‐2‐HS‐glycoprotein (AHSG) and extracellular matrix protein 1 (ECM1) increased significantly in the NSCLC patients compared to the healthy group. Alpha‐2‐HS‐glycoprotein showed diagnostic values with a maximum area under the receiver operating characteristic curve (AUC) as 0.736 for NSCLC vs healthy individuals (P