Recently, liquid biopsy has attracted much interest as a tool for early cancer screening, prognosis, monitoring and response to treatment in many different cancer types. Indeed, liquid biopsies can be repeatedly performed in a noninvasive way, at lower cost and without the risks associated to the classic tissue biopsy. The objective of this monography was to describe the main components studied in liquid biopsy (circulating tumor nucleic acids, circulating tumor cells and extracellular vesicles) and how they have been explored in thyroid cancer, through an in-depth scientific literature review. While circulating tumor cells are the most represented component in the literature of liquid biopsy in thyroid cancer, circulating tumor nucleic acids and extracellular vesicles have also been recently explored. One important challenge in this field of research, especially for differentiated thyroid cancer, has been the low quantity of circulating components with respect to other cancer types, requiring more advanced techniques for both isolation and analysis. Despite these limitations, liquid biopsy showed promise as an additional noninvasive tool for diagnosis, prognosis, to predict outcome and therapeutic response in differentiated, medullary and anaplastic thyroid cancer.