One of the greatest serious side effects of diabetes is diabetic nephropathy (DN), which is also the key factor in the sometimes-deadly diabetic end-stage renal disease. Progressive renal interstitial fibrosis is closely associated with oxidative stress, and the extracellular matrix is typically a feature of DN. Some RNAs formed by genome transcription that are not translated into proteins are recognized as noncoding RNAs. It has been shown that ncRNAs control apoptosis, inflammatory response, cell proliferation, autophagy, and other pathogenic processes, contributing to the pathogenesis of DN. Exosomes are nano-carriers vesicles that variety in size from 40 to 160 nm. Exosomes are widely present and dispersed in different bodily fluids, plentiful in nucleic acids, lipids, and proteins (microRNA, mRNA, tRNA, lncRNA, circRNA, etc.). Exosomes play a crucial role as messengers for cellular communication. They transport and transmit key signaling molecules, participate in the transfer of information and materials between cells, control cellular physiological processes, and are carefully linked to the beginning and development of many diseases. Herein, we summarized the role of different ncRNAs in DN. Moreover, we highlighted the role of the exosomal form of ncRNAs in the DN pathogenesis.