Exosomes, extracellular vesicles with a diameter of 40 to 160 nm, are among the smallest extracellular vesicles released by cells. They deliver different cargoes, including proteins, DNAs, and RNAs, and facilitate communication between cells to coordinate a variety of physiological and pathological functions. Hepatocellular carcinoma (HCC) is the sixth common malignant tumor and the fourth leading cause of cancer-related death worldwide. Its molecular mechanism remains largely unknown, and there is a lack of reliable and noninvasive biomarkers for early diagnosis and prognosis prediction. Mounting evidence has shown that exosomes carry a variety of ncRNAs, such as long non-coding RNAs (lncRNAs), microRNAs (miRNAs), and circular RNAs (circRNAs), which play critical roles in the occurrence and progression of HCC. In this review, we summarize the recent findings of exosomal miRNAs, lncRNAs, and circRNAs in HCC from their impact on the development of HCC to their potential applications in the diagnosis and treatment of HCC.