MicroRNAs are a class of small non‐coding RNAs that regulate gene expression at post‐transcriptional level. Regulatory RNAs were discovered in the nematode Caenorhabditis elegans, since then, their biological functions have been studied on different animals, including marine organisms. Several species of penaeid shrimp are important in ecology and fishing, including aquaculture. Overcrowding in aquaculture calls for infectious diseases, which threaten the development of shrimp aquaculture worldwide. Given that microRNAs play crucial regulatory roles in a wide variety of biological processes, there is a scientific interest to understand their contribution on shrimp physiology and pathology, specifically during immune and stress response. Increasing evidence has shown that the expression of microRNAs is affected during virus or bacterial infection and upon stress in shrimp. This information provides valuable insights for a better understanding of shrimp biology by means of microRNA regulation to bacterial and viral diseases.