Completion of the human genome sequencing project highlighted the richness of the cellular RNA world, and opened the door to the discovery of a plethora of short and long non‐coding RNAs (the dark transcriptome) with regulatory or structural potential, which shifted the balance of pathological gene alterations from coding to non‐coding RNAs. Thus, disease risk assessment currently has to also evaluate the expression of new RNAs such as small micro RNAs (miRNAs), long non‐coding RNAs (lncRNAs), circular RNAs (circRNAs), competing endogenous RNAs (ceRNAs), retrogressed elements, 3′UTRs of mRNAs, etc. We are interested in the pathogenic mechanisms of atherosclerosis (ATH) progression in patients suffering Chronic Kidney Disease, and in this review, we will focus in the role of the dark transcriptome (non‐coding RNAs) in ATH progression. We will focus in miRNAs and in the formation of regulatory axes or networks with their mRNA targets and with the lncRNAs that function as miRNA sponges or competitive inhibitors of miRNA activity. In this sense, we will pay special attention to retrogressed genomic elements, such as processed pseudogenes and Alu repeated elements, that have been recently seen to also function as miRNA sponges, as well as to the use or miRNA derivatives in gene silencing, anti‐ATH therapies. Along the review, we will discuss technical developments associated to research in lncRNAs, from sequencing technologies to databases, repositories and algorithms to predict miRNA targets, as well as new approaches to miRNA function, such as integrative or enrichment analysis and their potential to unveil RNA regulatory networks.