Classical Hodgkin lymphoma (cHL) is a hematological malignancy of B-cell origin. The tumor cells in cHL are referred to as Hodgkin and Reed–Sternberg (HRS) cells. This review provides an overview of the currently known miRNA–target gene interactions. In addition, we pinpointed other potential regulatory roles of microRNAs (miRNAs) by focusing on genes related to processes relevant for cHL pathogenesis, i.e., loss of B-cell phenotypes, immune evasion, and growth support. A cHL-specific miRNA signature was generated based on the available profiling studies. The interactions relevant for cHL were extracted by comprehensively reviewing the existing studies on validated miRNA–target gene interactions. The miRNAs with potential critical roles included miR-155-5p, miR-148a-3p, miR-181a-5p, miR-200, miR-23a-3p, miR-125a/b, miR-130a-3p, miR-138, and miR-143-3p, which target, amongst others, PU.1, ETS1, HLA-I, PD-L1, and NF-κB component genes. Overall, we provide a comprehensive perspective on the relevant miRNA–target gene interactions which can also serve as a foundation for future functional studies into the specific roles of the selected miRNAs in cHL pathogenesis.