Currently, risk stratification for pediatric Hodgkin lymphoma is based on clinical factors such as stage, bulk, and systemic symptoms. Novel minimally invasive biomarkers could enhance both prognosis and treatment strategies. Therefore, the plasma extracellular vesicles’ microRNA profile was characterized by small RNA sequencing in 36 classical Hodgkin lymphoma cases and these findings were confirmed in an extended cohort of 86 patients by RT-qPCR. It was found that the levels of miR-122-5p at diagnosis were significantly higher (p-value: 0.0002) in patients who relapsed compared to patients in remission. The 5-year event-free survival of cases with high and low levels of miR-122-5p was 65 ± 7% and 93 ± 4%, respectively. MiR-122-5p levels were significantly associated with clinical events in both univariate (p-value: 0.0009) and multivariate (p-value: 0.0037) analysis (hazard ratio 5.8). Target prediction analysis suggests an involvement in the polarization of immune cells. The phenotypic characterization of peripheral blood mononuclear cells in 12 patients showed significantly increased levels of CD4+ T-cells in cases with high miR-122-5p levels as compared to low levels (p-value: 0.048). Moreover, CCL17 (TARC) and IL-6 plasma levels at diagnosis were significantly higher as compared to healthy donors (p-value: ≤0.0001). MiR-122-5p could complement current prognostic assays to identify patients at high risk of relapse.