Tuberculosis (TB), which is caused by the bacterium Mycobacterium tuberculosis (Mtb), is still one of the deadliest infectious diseases. Understanding how the host and pathogen interact in active TB will have a significant impact on global TB control efforts. Exosomes are increasingly recognized as a means of cell-to-cell contact and exchange of soluble mediators. In the case of TB, exosomes are released from the bacillus and infected cells. In the present study, a comprehensive lipidomics and proteomics analysis of size exclusion chromatography-isolated plasma-derived exosomes from patients with TB lymphadenitis (TBL) and treated as well as untreated pulmonary TB (PTB) was performed to elucidate the possibility to utilize exosomes in diagnostics and knowledge building. According to our findings, exosome-derived lipids and proteins originate from both the host and Mtb in the plasma of active TB patients. Exosomes from all patients are mostly composed of sphingomyelins (SM), phosphatidylcholines, phosphatidylinositols, free fatty acids, triacylglycerols (TAG), and cholesterylesters. Relative proportions of, e.g., SMs and TAGs, vary depending on the disease or treatment state and could be linked to Mtb pathogenesis and dormancy. We identified three proteins of Mtb origin: DNA-directed RNA polymerase subunit beta (RpoC), Diacyglycerol O-acyltransferase (Rv2285), and Formate hydrogenase (HycE), the latter of which was discovered to be differently expressed in TBL patients. Furthermore, we discovered that Mtb infection alters the host protein composition of circulating exosomes, significantly affecting a total of 37 proteins. All TB patients had low levels of apolipoproteins, as well as the antibacterial proteins cathelicidin, Scavenger Receptor Cysteine Rich Family Member (SSC5D), and Ficolin 3 (FCN3). When compared to healthy controls, the protein profiles of PTB and TBL were substantially linked, with 14 proteins being co-regulated. However, adhesion proteins (integrins, Intercellular adhesion molecule 2 (ICAM2), CD151, Proteoglycan 4 (PRG4)) were shown to be more prevalent in PTB patients, while immunoglobulins, Complement component 1r (C1R), and Glutamate receptor-interacting protein 1 (GRIP1) were found to be more abundant in TBL patients, respectively. This study could confirm findings from previous reports and uncover novel molecular profiles not previously in focus of TB research. However, we applied a minimally invasive sampling and analysis of circulating exosomes in TB patients. Based on the findings given here, future studies into host–pathogen interactions could pave the way for the development of new vaccines and therapies.