The golden pompano (Trachinotus blochii) is a marine fish of considerable commercial importance in China. It shows notable sexual size dimorphism; the growth rate of females is faster than that of males. Therefore, sex-biased research is of great importance in T. blochii breeding. However, there have been few studies on sex differentiation and mechanisms underlying sex determination in T. blochii. MicroRNAs (miRNAs) play crucial roles in sex differentiation and determination in animals. However, limited miRNA data are available on fish. In this study, two small RNA libraries prepared from the gonads of T. blochii were constructed and sequenced. The RNA-seq analysis yielded 1366 known and 69 novel miRNAs with 289 significantly differentially expressed miRNAs (p < 0.05). Gene ontology (GO) analysis confirmed that the TFIIA transcription factor complex (GO: 0005672) was the most significantly enriched GO term. The Kyoto Encyclopedia of Genes and Genomes (KEGG) analysis showed that the differentially expressed miRNAs and target genes were mainly related to sex determination and gonadal developmental signaling pathways, specifically the Wnt signaling pathway, MAPK signaling pathway, and steroid biosynthetic pathway. MiRNA-mRNA co-expression network analysis strongly suggested a role for sex-biased miRNAs in sex determination/differentiation and gonadal development. For example, gata4, foxo3, wt1, and sf1 genes were found to be regulated by bta-miR-2898; esr2 and foxo3 by novel_176, and ar by oar-let-7b. Quantitative real-time polymerase chain reaction analysis of selected mRNAs and miRNAs validated the integrated analysis. This study established a set of sex-biased miRNAs that are potential regulatory factors in gonadal development in T. blochii. These results provide new insight into the function of miRNAs in sex differentiation and determination in T. blochii and highlight some key miRNAs for future studies.