Pulmonary involvement in cystic fibrosis (CF) is characterised by respiratory infections caused by bacteria, viruses, and fungi, as well as by dysregulated inflammatory and immune responses. Although essential for the host’s initial defence against these microorganisms, the innate immune response is altered in its main cellular (airway epithelial cells (AECs), monocytes, macrophages, and neutrophils) and molecular (cytokines, chemokines, signal transduction pathways, and transcription factors) components. MicroRNAs (miRNAs) form a regulatory network at the level of inflammatory and immune responses, and their dysregulation has been observed in immortalised and primary CF AECs as well as in monocytes, macrophages, and neutrophils from CF patients. Although the study of individual miRNAs is helping to dissect the specific altered events in CF lung disease (CFLD), large-scale genomic and transcriptomic studies are more likely to capture its full complexity. The studies we identified suggest that miRNAs are involved in various processes related to CFLD, including impaired pathogen response, compensation for hyperinflammation, altered antigen presentation, and wound healing in AECs and macrophages. However, clinical studies involving large cohorts of patients are needed to obtain meaningful results and identify new therapeutic targets. Equally important will be the study of the miRNome as circulating biomarkers for the purposes of diagnostic and prognostic precision medicine.