Tumors of the parathyroid glands are common endocrine diseases almost always characterized by parathyroid hormone hypersecretion that determines the clinical manifestations of primary hyperparathyroidism, such as fatigue, kidney problems, weakness, brittle bones, and other symptoms. Most parathyroid neoplasia are benign adenomas, although rare malignant forms have been described. They are heterogeneous in terms of clinical presentation and the associated signs and symptoms overlap with those of disease and aging. Furthermore, most patients with hypercalcemia are discovered during routine blood tests for other reasons. Surgical removal is considered the main therapeutic option to cure these endocrine tumors and, therefore, innovative therapeutic approaches are actively required. Recently, a growing number of studies have suggested that alterations to the epigenetic mechanisms could play a pivotal role in parathyroid tumorigenesis. Most of the attention has been focused on non-coding RNAs (ncRNAs) (i.e., miRNAs, lncRNAs, and circRNAs) whose expression profile has been found to be deregulated in parathyroid tumors. The aim of the present paper is to give an insight into the ncRNAs involved in parathyroid tumorigenesis, which could be used in the future either as innovative diagnostic biomarkers or as therapeutic targets for the treatment of this endocrine neoplasia.