Malignant melanoma (MM) is a highly aggressive cancer with a poor prognosis. Currently, although a variety of therapies are available for treating melanoma, MM is still a serious threat to the patient’s life due to numerous factors, such as the recurrence of tumors, the emergence of drug resistance, and the lack of effective therapeutic agents. Exosomes are biologically active lipid-bilayer extracellular vesicles secreted by diverse cell types that mediate intercellular signal communication. Studies found that exosomes are involved in cancer by carrying multiple bioactive molecules, including non-- coding RNAs (ncRNAs). The ncRNAs have been reported to play an important role in regulating proliferation, angiogenesis, immune regulation, invasion, metastasis, and treatment resistance of tumors. However, the functional role of exosomal ncRNAs in MM remains unknown. Therefore, this review summarizes the current state of melanoma diagnosis, treatment, and the application of exosomal ncRNAs in MM patients, which may provide new insights into the mechanisms involved in melanoma progression and serve as biomarkers for diagnosis and therapeutic targets.