Technological breakthroughs in cryo-electron microscopy (cryo-EM) methods open new perspectives for highly detailed structural characterizations of extracellular vesicles (EVs) and synthetic liposome–protein assemblies. Structural characterizations of these vesicles in solution under a nearly native hydrated state are of great importance to decipher cell-to-cell communication and to improve EVs’ application as markers in diagnosis and as drug carriers in disease therapy. However, difficulties in preparing holey carbon cryo-EM grids with low vesicle heterogeneities, at low concentration and with kinetic control of the chemical reactions or assembly processes, have limited cryo-EM use in the EV study. We report a straightforward membrane vesicle cryo-EM sample preparation method that assists in circumventing these limitations by using a free-standing DNA-affinity superlattice for covering holey carbon cryo-EM grids. Our approach uses DNA origami to self-assemble to a solution-stable and micrometer-sized ordered molecular template in which structure and functional properties can be rationally controlled. We engineered the template with cholesterol-binding sites to specifically trap membrane vesicles. The advantages of this DNA–cholesterol-affinity lattice (DCAL) include (1) local enrichment of artificial and biological vesicles at low concentration and (2) isolation of heterogeneous cell-derived membrane vesicles (exosomes) from a prepurified pellet of cell culture conditioned medium on the grid.