Extracellular vesicles, such as exosomes, can be used as interesting models to study the structure and function of biological membranes as these vesicles contain only one membrane (i.e., one lipid bilayer). In addition to lipids, they contain proteins, nucleic acids, and various other molecules. The lipid composition of exosomes is here compared to HIV particles and detergent-resistant membranes, which also have a high content of sphingolipids, cholesterol, and phosphatidylserine (PS). We discuss interactions between the lipids in the two bilayers, and especially those between PS 18:0/18:1 in the inner leaflet and the very-long-chain sphingolipids in the outer leaflet, and the importance of cholesterol for these interactions. We also briefly discuss the involvement of ether-linked phospholipids (PLs) in such lipid raft-like structures, and the possible involvement of these and other lipid classes in the formation of exosomes. The urgent need to improve the quality of quantitative lipidomic studies is highlighted.