Exosome is a nanoscale extracellular vesicle, which has recently attracted great attentions for the usefulness in clinical diagnosis and treatment both in China and in foreign countries. Non-coding RNA (ncRNA) includes tiny RNA, circular RNA, and long non-coding RNA, and others. ncRNA can be passively released during cellular and tissue damages, and binds to lipoproteins or circulates in various body fluids by exosome. This review focuses on the research progresses in exosomal ncRNA during ultrafiltration failure in peritoneal dialysis, in order to identify potential treatment methods and biomarkers for the clinical evaluation and prevention of ultrafiltration failure.