Exercise may differently affect the expression of key molecular markers, including skeletal muscle and circulating miRNAs, involved in cellular and metabolic pathways’ regulation in healthy individuals and in patients suffering from non-communicable diseases (NCDs). Epigenetic factors are emerging as potential therapeutic biomarkers in the prognosis and treatment of NCDs and important epigenetic factors, miRNAs, play a crucial role in cellular pathways. This systematic review aims to underline the potential link between changes in miRNA expression after different types of physical activity/exercise in some populations affected by NCDs. In June 2023, we systematically investigated the following databases: PubMed, MEDLINE, Scopus, and Web of Science, on the basis of our previously established research questions and following the PRISMA guidelines. The risk of bias and quality assessment were, respectively, covered by ROB2 and the Newcastle Ottawa scale. Of the 1047 records extracted from the initial search, only 29 studies were found to be eligible. In these studies, the authors discuss the association between exercise-modulated miRNAs and NCDs. The NCDs included in the review are cancer, cardiovascular diseases (CVDs), chronic obstructive pulmonary disease (COPD), and type 2 diabetes mellitus (T2DM). We evidenced that miR-146, miR-181, miR-133, miR-21, and miRNA-1 are the most reported miRNAs that are modulated by exercise. Their expression is associated with an improvement in health markers and they may be a potential target in terms of the development of future therapeutic tools.