This study aimed to explore the correlation of miR-125a with risk and severity of psoriasis, and further investigate the potential of miR-125a for predicting response to etanercept (ETN) treatment in psoriatic patients. Moderate to severe plaque psoriatic patients (n = 126) about to undergo ETN treatment for 6 months were recruited. Their plasma samples were obtained, and Psoriasis Area and Severity Index (PASI) scores and PASI-75 response rate were assessed at baseline (M0), and at 1 (M1), 3 (M3) and 6 months (M6) of treatment. Referring to PASI-75 response status at M6, patients were categorized as PASI-75 responders and PASI-75 non-responders. Healthy controls (HC, n =120) were also enrolled and their plasma samples were collected. In addition, plasma miR-125a was determined by quantitative polymerase chain reaction. miR-125a was decreased in psoriatic patients compared with HC; further, the receiver-operator curve (ROC) exhibited that miR-125a was of good value in differentiating psoriatic patients from HC with an area under the curve (AUC) of 0.802. In psoriatic patients, miR-125a was negatively associated with PASI score to some extent. Interestingly, baseline miR-125a was lower in PASI-75 responders than PASI-75 non-responders; further, ROC showed it predicted PASI-75 response at M6 to some extent with AUC of 0.672. Multivariate logistic regression also revealed that miR-125a was an independent predictive factor for worse PASI-75 response at M6. Furthermore, miR-125a expression was gradually increased during the treatment in PASI-75 responders, but unchanged in PASI-75 non-responders. Measurement of circulating miR-125a exhibits good value in the management of ETN-treated psoriatic patients.