Alzheimer’s Disease (AD) has currently no effective treatment; however, preventive measures have the potential to reduce AD risk. Thus, accurate and early prediction of risk is an important strategy to alleviate the AD burden. Neuroinflammation is a major factor prompting the onset of the disease. Inflammation exerts its toxic effect via multiple mechanisms. Amongst others, it is affecting gene expression via modulation of non-coding RNAs (ncRNAs), such as miRNAs. Recent evidence supports that inflammation can also affect long non-coding RNA (lncRNA) expression. While the association between miRNAs and inflammation in AD has been studied, the role of lncRNAs in neurodegenerative diseases has been less explored. In this review, we focus on lncRNAs and inflammation in the context of AD. Furthermore, since plasma-isolated extracellular vesicles (EVs) are increasingly recognized as an effective monitoring strategy for brain pathologies, we have focused on the studies reporting dysregulated lncRNAs in EVs isolated from AD patients and controls. The revised literature shows a positive association between pro-inflammatory lncRNAs and AD. However, the reports evaluating lncRNA alterations in EVs isolated from the plasma of patients and controls, although still limited, confirm the value of specific lncRNAs associated with AD as reliable biomarkers. This is an emerging field that will open new avenues to improve risk prediction and patient stratification, and may lead to the discovery of potential novel therapeutic targets for AD.