Cardiovascular diseases (CVDs) remain the world’s leading cause of death despite the best available healthcare and therapy. Emerging as a key mediator of intercellular and inter-organ communication in CVD pathogenesis, extracellular vesicles (EVs) are a heterogeneous group of membrane-enclosed nano-sized vesicles released by virtually all cells, of which their RNA cargo, especially non-coding RNAs (ncRNA), has been increasingly recognized as a promising diagnostic and therapeutic target. Recent evidence shows that ncRNAs, such as small ncRNAs, circular RNAs, and long ncRNAs, can be selectively sorted into EVs or other non-vesicular carriers and modulate various biological processes in recipient cells. In this review, we summarize recent advances in the literature regarding the origin, extracellular carrier, and functional mechanisms of extracellular ncRNAs with a focus on small ncRNAs, circular RNAs, and long ncRNAs. The pathophysiological roles of extracellular ncRNAs in various CVDs, including atherosclerosis, ischemic heart diseases, hypertension, cardiac hypertrophy, and heart failure, are extensively discussed. We also provide an update on recent developments and challenges in using extracellular ncRNAs as biomarkers or therapeutical targets in these CVDs.