Systemic lupus erythematosus (SLE) is a complex systemic autoimmune disease with heterogeneous clinical manifestations. A diverse innate and adaptive immune dysregulation is involved in the immunopathogenesis of SLE. The dysregulation of immune-related cells may derive from the intricate interactions among genetic, epigenetic, environmental, and immunological factors. Of these contributing factors, non-coding RNAs (ncRNAs), including microRNAs (miRNAs, miRs), and long non-coding RNAs (lncRNAs) play critical roles in the post-transcriptional mRNA expression of cytokines, chemokines, and growth factors, which are essential for immune modulation. In the present review, we emphasize the roles of ncRNA expression in the immune-related cells and cell-free plasma, urine, and tissues contributing to the immunopathogenesis and tissue damage in SLE. In addition, the circular RNAs (circRNA) and their post-translational regulation of protein synthesis in SLE are also briefly described. We wish these critical reviews would be useful in the search for biomarkers/biosignatures and novel therapeutic strategies for SLE patients in the future.