Coronary artery disease is among the leading causes of death worldwide. Nevertheless, available cardiovascular risk prediction algorithms still miss a significant portion of individuals at-risk. Thus, the search for novel non-invasive biomarkers to refine cardiovascular risk assessment is both an urgent need and an attractive topic, which may lead to a more accurate risk stratification and/or prognostic score definition for coronary artery disease. A new class of such non-invasive biomarkers is represented by extracellular microRNAs (miRNAs) circulating in the blood. MiRNAs are non-coding RNA of 22–25 nucleotides in length that play a significant role in both cardiovascular physiology and pathophysiology. Given their high stability and conservation, resistance to degradative enzymes, and detectability in body fluids, circulating miRNAs are promising emerging biomarkers, and specific expression patterns have already been associated with a wide range of cardiovascular conditions. In this review, an overview of the role of blood miRNAs in risk assessment and prognosis of coronary artery disease is given.