Exosomes are produced by the majority of eukaryotic cells and are capable of transporting a variety of substances, including non-coding RNAs, between cells. Metastasis is a significant cause of death from cancer. Numerous studies have established an important role for exosomal non-coding RNAs in tumor metastasis. Exosomal non-coding RNAs from a variety of cells have been shown to affect tumor metastasis via several mechanisms. Exosomes transmit non-coding RNAs between tumor cells, fibroblasts, endothelial cells, and immune cells within the tumor microenvironment. Exosomal non-coding RNAs also have an effect on epithelial-mesenchymal transition, angiogenesis, and lymphangiogenesis. Exosomes derived from tumor cells have the ability to transport non-coding RNAs to distant organs, thereby facilitating the formation of the metastatic niche. Due to their role in tumor metastasis, exosomal non-coding RNAs have the potential to serve as diagnostic or prognostic markers as well as therapeutic targets for tumors. The purpose of this paper is to review and discuss the mechanisms of exosomal non-coding RNAs, their role in tumor metastasis, and their clinical utility, aiming to establish new directions for tumor metastasis, diagnosis, and treatment research.