Although the impact of exercise on survival of patients with heart failure has been recently questioned, exercise training improves quality of life, functional capacity, inflammation, endothelial and autonomic function. In recent years, interest has increased regarding a group of small non-protein coding RNAs called microRNAs.Studies have shown that the expression of these molecules changes in several pathological conditions, such as myocardial infarction, myocardial ischemia and heart failure, and when clinical improvement occurs, they seem to normalize. With the potential for practical applicability, markers that may be useful in diagnostic and prognostic assessment of heart failure have been identified, such as miR-423-5p. In addition, results of experimental studies have indicated that there are potential therapeutic effects of microRNAs.MicroRNAs are involved in the regulation of gene expression during fetal development and in adult individuals, increasing or decreasing in the heart in response to physiological stress, injury or hemodynamic overload. Thus, the study of the behavior of these molecules in physical exercise has brought important information about the effects of this therapeutic modality and represents a new era in the understanding of heart failure.This review aims to integrate the evidence on microRNAs in heart failure with greater relevance in the study of physical exercise.