Despite considerable progress in our understanding of systemic lupus erythematosus (SLE) pathophysiology, patient diagnosis is often deficient and late, and this has an impact on disease progression. The aim of this study was to analyze non-coding RNA (ncRNA) packaged into exosomes by next-generation sequencing to assess the molecular profile associated with renal damage, one of the most serious complications of SLE, to identify new potential targets to improve disease diagnosis and management using Gene Ontology (GO) and the Kyoto Encyclopedia of Genes and Genomes (KEGG) analysis. The plasma exosomes had a specific ncRNA profile associated with lupus nephritis (LN). The three ncRNA types with the highest number of differentially expressed transcripts were microRNAs (miRNAs), long non-coding RNAs (lncRNAs) and piwi-interacting RNAs (piRNAs). We identified an exosomal 29-ncRNA molecular signature, of which 15 were associated only with LN presence; piRNAs were the most representative, followed by lncRNAs and miRNAs. The transcriptional regulatory network showed a significant role for four lncRNAs (LINC01015, LINC01986, AC087257.1 and AC022596.1) and two miRNAs (miR-16-5p and miR-101-3p) in network organization, targeting critical pathways implicated in inflammation, fibrosis, epithelial-mesenchymal transition and actin cytoskeleton. From these, a handful of potential targets, such as transforming growth factor-β (TGF-β) superfamily binding proteins (activin-A, TGFB receptors, etc.), WNT/β-catenin and fibroblast growth factors (FGFs) have been identified for use as therapeutic targets of renal damage in SLE.