Leukemia is a heterogeneous group of hematological malignancies. Despite the enormous progress that has been made in the field of hemato-oncology in recent years, there are still many problems related to, among others, disease recurrence and drug resistance, which is why the search for ideal biomarkers with high clinical utility continues. Research shows that exosomes play a critical role in the biology of leukemia and are associated with the drug resistance, metastasis, and immune status of leukemias. Exosomes with their cargo of non-coding RNAs act as a kind of intermediary in intercellular communication and, at the same time, have the ability to manipulate the cell microenvironment and influence the reaction, proliferative, angiogenic, and migratory properties of cells. Exosomal ncRNAs (in particular, circRNAs and microRNAs) appear to be promising cell-free biomarkers for diagnostic, prognostic, and treatment monitoring of leukemias. This review examines the expression of exosomal ncRNAs in leukemias and their potential regulatory role in leukemia therapy but also in conditions such as disease relapse, drug resistance, metastasis, and immune status. Given the key role of ncRNAs in regulating gene networks and intracellular pathways through their ability to interact with DNA, transcripts, and proteins and identifying their specific target genes, defining potential functions and therapeutic strategies will provide valuable information.