Myasthenia gravis (MG) is an antibody-mediated autoimmune disorder characterized by altered neuromuscular transmission, which causes weakness and fatigability in the skeletal muscles. The etiology of MG is complex, being associated with multiple genetic and environmental factors. Over recent years, progress has been made in understanding the immunological alterations implicated in the disease, but the exact pathogenesis still needs to be elucidated. A pathogenic interplay between innate immunity and autoimmunity contributes to the intra-thymic MG development. Epigenetic changes are critically involved in both innate and adaptive immune response regulation. They can act as (i) pathological factors besides genetic predisposition and (ii) co-factors contributing to disease phenotypes or patient-specific disease course/outcomes. This article reviews the role of non-coding RNAs (ncRNAs) as epigenetic factors implicated in MG. Particular attention is dedicated to microRNAs (miRNAs), whose expression is altered in MG patients’ thymuses and circulating blood. The long ncRNA (lncRNA) contribution to MG, although not fully characterized yet, is also discussed. By summarizing the most recent and fast-growing findings on ncRNAs in MG, we highlight the therapeutic potential of these molecules for achieving immune regulation and their value as biomarkers for the development of personalized medicine approaches to improve disease care.