Non-coding RNAs (ncRNAs) play a pivotal role in regulating the tumor microenvironment (TME) by controlling gene expression at multiple levels. In tumors, ncRNAs can mediate the crosstalk between cancer cells and other cells in the TME, such as immune cells, stromal cells, and endothelial cells, influencing tumor development and progression. Tumor-associated macrophages (TAMs) are among the most abundant inflammatory cells infiltrating solid cancers that promote tumorigenesis, and their infiltration correlates with a poor prognosis in many tumors. Cancer cells produce different ncRNAs that orchestrate TAM recruitment and polarization toward a tumor-promoting phenotype. Tumor-reprogrammed macrophages shape the TME by promoting angiogenesis and tissue remodeling, and suppressing the anti-tumor activity of adaptive immune cells. TAMs can also produce ncRNA molecules that boost cancer cell proliferation and direct their phenotype and metabolic changes facilitating cancer progression and metastasis. This review will focus on the crosstalk between cancer cells and TAMs mediated by microRNAs and long non-coding RNAs during breast cancer (BC) initiation and progression.