Uveal melanoma (UM) is the most common primary intraocular malignant tumor in adults, showing a high mortality due to metastasis. Although it is considered a rare disease, a growing number of papers have reported altered levels of RNAs (i.e., coding and non-coding RNAs) in cancerous tissues and biological fluids from UM patients. The presence of circulating RNAs, whose dysregulation is associated with UM, paved the way to the possibility of exploiting it for diagnostic and prognostic purposes. However, the biological meaning and the origin of such RNAs in blood and ocular fluids of UM patients remain unexplored. In this review, we report the state of the art of circulating RNAs in UM and debate whether the amount and types of RNAs measured in bodily fluids mirror the RNA alterations from source cancer cells. Based on literature data, extracellular RNAs in UM patients do not represent, with rare exceptions, a snapshot of RNA dysregulations occurring in cancerous tissues, but rather the complex and heterogeneous outcome of a systemic dysfunction, including immune system activity, that modifies the mechanisms of RNA delivery from several cell types.