Exome sequencing using next-generation sequencing technologies is a cost-efficient approach to selectively sequencing coding regions of the human genome for detection of disease variants. One of the lesser known yet important applications of exome sequencing data is to identify copy number variation (CNV). There have been many exome CNV tools developed over the last few years, but the performance and accuracy of these programs have not been thoroughly evaluated. In this study, we systematically compared four popular exome CNV tools (CoNIFER, cn.MOPS, exomeCopy, and ExomeDepth) and evaluated their effectiveness against array comparative genome hybridization (array CGH) platforms. We found that exome CNV tools are capable of identifying CNVs, but they can have problems such as high false positives, low sensitivity, and duplication bias when compared to array CGH platforms. While exome CNV tools do serve their purpose for data mining, careful evaluation and additional validation is highly recommended. Based on all these results, we recommend CoNIFER and cn.MOPs for nonpaired exome CNV detection over the other two tools due to a low false-positive rate, although none of the four exome CNV tools performed at an outstanding level when compared to array CGH.