Searches for exclusively produced W boson pairs in the process pp(γγ)→pW+W−p and exclusively produced Higgs boson in the process pp(gg)→pHp have been performed using e±μ∓ final states. These measurements use 20.2 fb−1 of pp collisions collected by the ATLAS experiment at a center-of-mass energy s=8 TeV at the LHC. Exclusive production of W+W− consistent with the Standard Model prediction is found with 3.0σ significance. The exclusive W+W− production cross-section is determined to be σ(γγ→W+W−→e±μ∓X)=6.9±2.2(stat.)±1.4(sys.) fb, in agreement with the Standard Model prediction. Limits on anomalous quartic gauge couplings are set at 95\% confidence-level as −1.7×10−6<a0W/Λ2<1.7×10−6 GeV−2and −6.4×10−6<aCW/Λ2<6.3×10−6 GeV−2. A 95\% confidence-level upper limit on the total production cross-section for exclusive Higgs boson is set to 1.2 pb.