Alzheimer’s disease (AD), dementia with Lewy bodies (DLB) and frontotemporal dementia (FTD) represent the three major neurodegenerative dementias characterized by abnormal brain protein accumulation. In this study, we investigated extracellular vesicles (EVs) and neurotrophic factors in the cerebrospinal fluid (CSF) of 120 subjects: 36 with AD, 30 with DLB, 34 with FTD and 20 controls. Specifically, CSF EVs were analyzed by Nanoparticle Tracking Analysis and neurotrophic factors were measured with ELISA. We found higher EV concentration and lower EV size in AD and DLB groups compared to the controls. Classification tree analysis demonstrated EV size as the best parameter able to discriminate the patients from the controls (96.7% vs. 3.3%, respectively). The diagnostic performance of the EV concentration/size ratio resulted in a fair discrimination level with an area under the curve of 0.74. Moreover, the EV concentration/size ratio was associated with the p-Tau181/Aβ42 ratio in AD patients. In addition, we described altered levels of cystatin C and progranulin in the DLB and AD groups. We did not find any correlation between neurotrophic factors and EV parameters. In conclusion, the results of this study suggest a common involvement of the endosomal pathway in neurodegenerative dementias, giving important insight into the molecular mechanisms underlying these pathologies.