Tumour hypoxia contributes to poor treatment outcome in locally advanced rectal cancer (LARC) and circulating extracellular vesicles (EVs) as potential biomarkers of tumour hypoxia and adverse prognosis have not been fully explored. We examined EV miRNAs from hypoxic colorectal cancer cell lines as template for relevant miRNAs in LARC patients participating in a prospective biomarker study (NCT01816607). Five cell lines were cultured under normoxia (21% O₂) or hypoxia (0.2% O₂) for 24 h, and exosomes were isolated by differential ultracentrifugation. Using a commercial kit, exosomes were precipitated from 24 patient plasma samples collected at the time of diagnosis. Exosome size distribution and protein cargo were determined by cryo-electron microscopy, nanoparticle tracking analysis, immunoblotting and flow cytometry. The vesicles harboured strong cell line-specific miRNA profiles with 35 unique miRNAs differentially expressed between hypoxic and normoxic cells. Six of these miRNAs were considered candidate-circulating markers of tumour hypoxia in the patients based on the frequency or magnitude of variance in hypoxic versus normoxic cell line experiments and prevalence in patient plasma. Of these, low plasma levels of exosomal miR-486-5p and miR-181a-5p were associated with organ-invasive primary tumour (p = 0.029) and lymph node metastases (p = 0.024), respectively, both attributes of adverse LARC prognosis. In line with this, the plasma level of exosomal miR-30d-5p was elevated in patients who experienced metastatic progression (p = 0.036). Our strategy confirmed that EVs from colorectal cancer cell lines were exosomes containing the oxygen-sensitive miRNAs 486-5p, 181a-5p and 30d-5p, which were retrieved as circulating markers of high-risk LARC.