More than 90% of cancer death is attributed to metastatic disease, and the brain is one of the major metastatic sites of melanoma, colon, renal, lung and breast cancers. Despite the recent advancement of targeted therapy for cancer, the incidence of brain metastasis is increasing. One reason is that most therapeutic drugs can’t penetrate blood-brain-barrier and tumor cells find the brain as sanctuary site. In this review, we describe the pathophysiology of brain metastases to introduce the latest understandings of metastatic brain malignancies. This review also particularly focuses on non-coding RNAs and their roles in cancer brain metastasis. Furthermore, we discuss the roles of the extracellular vesicles as they are known to transport information between cells to initiate cancer cell-microenvironment communication. The potential clinical translation of non-coding RNAs as a tool for diagnosis and for treatment is also discussed in this review. At the end, the computational aspects of non-coding RNA detection, the sequence and structure calculation and epigenetic regulation of non-coding RNA in brain metastasis are discussed.