Early pregnancy failure occurs when a mature embryo attaches to an unreceptive endometrium. During the formation of a receptive endometrium, extracellular vesicles (EVs) of the uterine fluids (UFs) deliver regulatory molecules such as small RNAs to mediate intrauterine communication between the embryo and the endometrium. However, profiling of small RNAs in goat UFs’ EVs during pregnancy recognition (day 16) has not been carried out. In this study, EVs were isolated from UFs on day 16 of the estrous cycle or gestation. They were isolated by Optiprep™ Density G radient (ODG) and verified by transmission electron microscopy (TEM), nanoparticle tracking analysis (NTA), and Western blotting. Immunostaining demonstrated that CD63 was present both in the endometrial epithelium and glandular epithelium, and stain intensity was greater in the pregnant endometrium compared to the non-pregnant endometrium. Small RNA sequencing revealed that UFs’ EVs contained numerous sRNA families and a total of 106 differentially expressed miRNAs (DEMs). Additionally, 1867 target genes of the DEMs were obtained, and miRNA–mRNA interaction networks were constructed. GO and KEGG analysis showed that miRNAs were significantly associated with the formation of a receptive endometrium and embryo implantation. In addition, the fluorescence in situ hybridization assay (FISH) showed that chi-miR-451-5p was mainly expressed in stromal cells of the endometrium and a higher level was detected in the endometrial luminal epithelium in pregnant states. Moreover, the dual-luciferase reporter assay showed that chi-miR-451-5p directly binds to PSMB8 and may play an important role in the formation of a receptive endometrium and embryo implantation. In conclusion, these results reveal that UFs’ EVs contain various small RNAs that may be vital in the formation of a receptive endometrium and embryo implantation.