Extracellular vesicles and lipoproteins are lipid-based biological nanoparticles that play important roles in (patho)physiology. Recent evidence suggests that extracellular vesicles and lipoproteins can interact to form functional complexes. Such complexes have been observed in biofluids from healthy human donors and in various in vitro disease models such as breast cancer and hepatitis C infection. Lipoprotein components can also form part of the biomolecular corona that surrounds extracellular vesicles and contributes to biological identity. Potential mechanisms and the functional relevance of extracellular vesicle–lipoprotein complexes remain poorly understood. This Review addresses the current knowledge of the extracellular vesicle–lipoprotein interface while drawing on pre-existing knowledge of liposome interactions with biological nanoparticles. There is an urgent need for further research on the lipoprotein–extracellular vesicle interface, which could return important mechanistic, therapeutic, and diagnostic findings.