Bladder cancer (BCa) is a highly prevalent type of cancer worldwide, and it is responsible for numerous deaths and cases of disease. Due to the diverse nature of this disease, it is necessary to conduct significant research that delves deeper into the molecular aspects, to potentially discover novel diagnostic and therapeutic approaches. Lately, there has been a significant increase in the focus on non-coding RNAs (ncRNAs), including microRNAs (miRNAs), long non-coding RNAs (lncRNAs), and circular RNAs (circRNAs), due to their growing recognition for their involvement in the progression and manifestation of BCa. The interest in exosomes has greatly grown due to their potential for transporting a diverse array of active substances, including proteins, nucleic acids, carbohydrates, and lipids. The combination of these components differs based on the specific cell and its condition. Research indicates that using exosomes could have considerable advantages in identifying and forecasting BCa, offering a less invasive alternative. The distinctive arrangement of the lipid bilayer membrane found in exosomes is what makes them particularly effective for administering treatments aimed at managing cancer. In this review, we have tried to summarize different ncRNAs that are involved in BCa pathogenesis. Moreover, we highlighted the role of exosomal ncRNAs in BCa.