The equine bloodworm, Strongylus vulgaris, is a highly pathogenic parasite causing potentially fatal vascular and intestinal damage. Parasites express and release microRNAs (miRNAs) for internal regulation and to modulate host immunity. The complete set of miRNAs expressed by S. vulgaris (the S. vulgaris miRNAome) remains unannotated and the aim of this study was to annotate the miRNAome of L4 and L5 stages of S. vulgaris, and to examine differences in miRNA abundance between larval stages and sexes. Furthermore, we aimed to determine if miRNAs were detectable in excretory/secretory products (ESPs) from larvae and in arterial tissue from their predilection site, the cranial mesenteric artery (CMA). Larvae were collected from naturally infected foals, and categorized by sex and stage. A subset of larvae was snap-frozen, while those remaining were incubated and the (ESPs) collected. Arterial tissue samples were collected from the CMA. Small RNA sequencing, followed by a custom bioinformatic pipeline, was used for annotation. We identified 142 S. vulgaris miRNAs in larvae and 136 in ESPs. Significant differences in miRNA abundance were observed between larvae and ESPs, and between L5 females (L5Fs) and L5 males (L5Ms), L4s and L5Fs, and L4s and L5Ms. No differences were found between L4s and L5s overall. In ESPs, several miRNAs were differentially abundant across all groups. Validation through quantitative real-time PCR (qPCR) detected selected miRNAs and their differential abundance in larvae and ESPs. One parasite-derived miRNA was detected in some of the horse arterial tissue samples but at very low levels. This study provided the first annotation of the S. vulgaris miRNAome. Most of the annotated larval miRNAs were also detectable in ESPs, and differences in miRNA abundance between sexes were found for larvae, and between sexes and stages for ESPs. Parasite-derived miRNAs were, however, not consistently detectable in the surrounding host arterial tissue.