Obesity is a metabolic condition usually accompanied by insulin resistance (IR), type 2 diabetes (T2D), and dyslipidaemia, which is characterised by excessive fat accumulation and related to white adipose tissue (WAT) dysfunction. Enlargement of WAT is associated with a transcriptional alteration of coding and non-coding RNAs (ncRNAs). For many years, big efforts have focused on understanding protein-coding RNAs and their involvement in the regulation of adipocyte physiology and subsequent role in obesity. However, diverse findings have suggested that a dysfunctional adipocyte phenotype in obesity might be also dependent on specific alterations in the expression pattern of ncRNAs, such as miRNAs. The aim of this review is to update current knowledge on the physiological roles of miRNAs and other ncRNAs in adipose tissue function and their potential impact on obesity. Therefore, we examined their regulatory role on specific WAT features: adipogenesis, adipokine secretion, inflammation, glucose metabolism, lipolysis, lipogenesis, hypoxia and WAT browning. MiRNAs can be released to body fluids and can be transported (free or inside microvesicles) to other organs, where they might trigger metabolic effects in distant tissues, thus opening new possibilities to a potential use of miRNAs as biomarkers for diagnosis, prognosis, and personalisation of obesity treatment. Understanding the role of miRNAs also opens the possibility of using these molecules on individualised dietary strategies for precision weight management. MiRNAs should be envisaged as a future therapeutic approach given that miRNA levels could be modulated by synthetic molecules (f.i. miRNA mimics and inhibitors) and/or specific nutrients or bioactive compounds.