Exosomes are an emerging source for disease biomarker discovery due to the high stability of proteins protected by phospholipid bilayers. However, liquid biopsy with exosomes remains challenging due to the extreme complexity of biological samples. Herein, we introduced an amphiphile-dendrimer supramolecular probe (ADSP) for the efficient capture and high-throughput analysis of exosomes, enabling the array-based assay for marker proteins. Amphiphilic amphotericin B was functionalized onto highly branched globular dendrimers, which can then insert into the exosome membrane efficiently, forming a supramolecular complex through multivalent interactions between the probe and the bilayer of exosomes. The ADSP can be easily coated onto magnetic beads or the nitrocellulose membrane, facilitating the capture of exosomes from a minimum amount of clinical samples. The captured exosomes can be detected with target protein antibodies via Western blotting or in a high-throughput array-based dot blotting format. This new strategy exhibited excellent extraction capability from trace body fluids with superior sensitivity (less than 1 μL plasma), good quantitation ability (R2 > 0.99), and high throughput (96 samples in one batch) using clinical plasma samples. The combination of proteomics and ADSP will provide a platform for the discovery and validation of protein biomarkers for cancer diagnosis and prognosis.