Exosomes play an important role in the fulfillment of cellular physiological activities and are strongly involved in the pathological processes of numerous diseases. Investigating the behaviors of exosomes is therefore of critical significance for revealing the underlying mechanisms guiding life mysteries and diseases. Nevertheless, due to the lack of adequate tools, the detailed structures and mechanics of living exosomes in their native states are still not fully understood. In this work, atomic force microscopy (AFM), a powerful multifunctional tool for characterizing native biological samples without pretreatments under aqueous conditions, was utilized to probe the nanostructures and mechanics of single living exosomes prepared from clinical cancer patients. Firstly, by attaching exosomes isolated from the bone marrow of lymphoma patients onto the substrates with electrostatic adsorption, single living exosomes were clearly visualized by AFM in situ imaging in liquids. The morphological differences of exosomes in liquids and in air were revealed. Secondly, the mechanical properties of single living exosomes were quantitatively and visually studied by AFM indentation assays and AFM multiparametric imaging, respectively. Finally, structural and mechanical changes of exosomes after the treatment of chemical fixation were revealed by AFM. The research benefits investigating the structures and properties of living exosomes at the nanoscale for comprehensively understanding the behaviors of exosomes, which will have potential impacts on the studies of exosomes.