Multiple sclerosis (MS) is a degenerative condition characterized by axonal damage and demyelination induced by autoreactive immune cells that occur in the Central Nervous System (CNS). The interaction between epigenetic changes and genetic factors can be widely involved in the onset, development, and progression of the disease. Although numerous efforts were made to discover new therapies able to prevent and improve the course of MS, definitive curative treatments have not been found yet. However, in recent years, it has been reported that non-coding RNAs (ncRNAs), including microRNAs (miRNAs), long ncRNAs (lncRNAs), and circular RNAs (circRNAs), acting as gene expression regulators, could be used as potential therapeutic targets or biomarkers to diagnose and fight MS. In this review, we discussed the role of miRNAs, lncRNAs, and circRNAs, as well as their expression level changes and signaling pathways that are related to preclinical and human MS studies. Hence, the investigation of ncRNAs could be important to provide additional information regarding MS pathogenesis as well as promote the discovery of new therapeutic strategies or biomarkers.