In vivo detection and monitoring of extracellular β-thymosin will facilitate the understanding of their biological function and association with disease progression. A novel technique using capillary ultrafiltration (CUF) probes linked to mass spectrometry is capable of sensing extracellular thymosin β-4 and/or thymosin β-10 in vivo in wounded skin and other tissue microenvironments. In this review, we highlight the association of extracellular β-thymosin with skin wound healing and the potential adjuvant effects on vaccination. The fabrication and biological application of CUF probes are also described. Data from CUF probe-captured β-thymosin may guide future exploration of extracellular β-thymosin.