Bladder cancer (BC) is the tenth most frequent cancer worldwide. Due to the need for recurrent cystoscopies and the lack of non-invasive biomarkers, BC is associated with a high management burden. In this respect, small non-coding RNAs (sncRNAs) have been investigated in urine as possible biomarkers for BC, but in plasma their potential has not yet been defined. The expression levels of sncRNAs contained in plasma extracellular vesicles (EVs) from 47 men with BC and 46 healthy controls were assessed by next-generation sequencing. The sncRNA profiles were compared with urinary profiles from the same subjects. miR-4508 resulted downregulated in plasma EVs of muscle-invasive BC patients, compared to controls (adj-p = 0.04). In World Health Organization (WHO) grade 3 (G3) BC, miR-126-3p was upregulated both in plasma EVs and urine, when compared to controls (for both, adj-p < 0.05). Interestingly, two sncRNAs were associated with the risk class: miR-4508 with a downward trend going from controls to high risk BC, and piR-hsa-5936 with an upward trend (adj-p = 0.04 and adj-p = 0.05, respectively). Additionally, BC cases with low expression of miR-185-5p and miR-106a-5p or high expression of miR-10b-5p showed shorter survival (adj-p = 0.0013, adj-p = 0.039 and adj-p = 0.047, respectively). SncRNAs from plasma EVs could be diagnostic biomarkers for BC, especially in advanced grade.