Pituitary adenoma (PA) is a common intracranial tumor without specific biomarkers for diagnosis and treatment. Non-coding RNAs (ncRNAs), including microRNAs (miRNA), long non-coding RNA (lncRNA), and circular RNA (circRNA), regulate a variety of cellular processes, such as cell proliferation, differentiation, and apoptosis. Increasing studies have shown that the dysregulation of ncRNAs, especially the cross-talk between lncRNA/circRNA and miRNA, is related to the pathogenesis, diagnosis, and prognosis of PA. Therefore, ncRNAs can be considered as promising biomarkers for PA. In this review, we summarize the roles of ncRNAs from different specimens (i.e., tissues, biofluids, cells, and exosomes) in multiple subtypes of PA and highlight important advances in understanding the contribution of the cross-talk between ncRNAs (e.g., competing endogenous RNAs) to PA disease.