Background: Primary bone sarcomas (BS) are aggressive malignant tumors characterized by a high prevalence in children and adolescents and frequent lung metastasis, which significantly worsens the prognosis. Early diagnosis of recurrence and metastases after treatment is crucial for improving patient survival. Methods: This study examines exosomal microRNA as potential biomarkers for BS, which is particularly relevant in light of the development of liquid biopsy methods, which offer a noninvasive and dynamic approach to disease monitoring, early diagnosis, and evaluation of the effectiveness of anticancer therapy. Plasma exosomal microRNA levels in the plasma of patients with BS were analyzed before and after radical intraoperative thermal ablation in combination with perioperative chemotherapy using quantitative PCR. Results: The results showed that miR-92a levels were significantly different between clinically healthy donors and sarcoma patients, and after therapy, there was a tendency for the level of this microRNA to decrease in exosomes, while for miR-101, there was a tendency for the level to increase in exosomes after therapy. Conclusions: The observed relationship between microRNA levels and treatment efficacy suggests that they hold promise as noninvasive markers for the early diagnosis of relapses using liquid biopsy. Further studies involving larger patient cohorts are needed to validate the findings and determine the clinical significance of the proposed markers.