Exposure to atmospheric air pollution containing volatile organic compounds such as polycyclic aromatic hydrocarbons (PAHs) has been shown to be a risk factor in the induction of lung inflammation and the initiation and progression of lung cancer. MicroRNAs (miRNAs) are small single-stranded non-coding RNA molecules of ~20–22 nucleotides that regulate different physiological processes, and their altered expression is implicated in various pathophysiological conditions. Recent studies have shown that the regulation of gene expression of miRNAs can be affected in diseases associated with outdoor air pollution, meaning they could also be useful as biomarkers of exposure to environmental pollution. In this article, we review the published evidence on miRNAs in relation to exposure to PAH pollution and discuss the possible mechanisms that may link these compounds with the expression of miRNAs.