Background Sarcoidosis is an inflammatory granulomatous disorder characterized by accumulation of TH 1-type CD4+ T cells and immune effector cells within affected organs, most frequently the lungs. Exosomes are extracellular vesicles conveying intercellular communication with possible diagnostic and therapeutic applications. Objectives We aimed to provide an understanding of the proinflammatory role of bronchoalveolar lavage fluid (BALF) exosomes in patients with sarcoidosis and to find candidates for disease biomarkers. Methods We performed a mass spectrometric proteomics characterization of BALF exosomes from 15 patients with sarcoidosis and 5 healthy control subjects and verified the most interesting results with flow cytometry, ELISA, and Western blot analyses in an additional 39 patients and 22 control subjects. Results More than 690 proteins were identified in the BALF exosomes, several of which displayed significant upregulation in patients, including inflammation-associated proteins, such as leukotriene A4 hydrolase. Most of the complement-activating factors were upregulated, whereas the complement regulator CD55 was seen less in patients compared with healthy control subjects. In addition, for the first time, we detected vitamin D–binding protein in BALF exosomes, which was more abundant in patients. To evaluate exosome-associated vitamin D–binding protein as a biomarker for sarcoidosis, we investigated plasma exosomes from 23 patients and 11 healthy control subjects and found significantly higher expression in patients. Conclusion Together, these data contribute to understanding the role of exosomes in lung disease and provide suggestions for highly warranted sarcoidosis biomarkers. Furthermore, the validation of an exosome-associated biomarker in the blood of patients provides novel, and less invasive, opportunities for disease diagnosis.