Bone is a frequent site of metastasis. Bone metastasis is associated with a short-term prognosis in cancer patients, and current treatments aim to slow its growth, but are rarely curative. Thus, revealing molecular mechanisms that explain why metastatic cells are attracted to the bone micro-environment, and how they successfully settle in the bone marrow—taking advantage over bone resident cells—and grow into macro-metastasis, is essential to propose new therapeutic approaches. MicroRNAs and snoRNAs are two classes of small non-coding RNAs that post-transcriptionally regulate gene expression. Recently, microRNAs and snoRNAs have been pointed out as important players in bone metastasis by (i) preparing the pre-metastatic niche, directly and indirectly affecting the activities of osteoclasts and osteoblasts, (ii) promoting metastatic properties within cancer cells, and (iii) acting as mediators within cells to support cancer cell growth in bone. This review aims to highlight the importance of microRNAs and snoRNAs in metastasis, specifically in bone, and how their roles can be linked together. We then discuss how microRNAs and snoRNAs are secreted by cancer cells and be found as extracellular vesicle cargo. Finally, we provide evidence of how microRNAs and snoRNAs can be potential therapeutic targets, at least in pre-clinical settings, and how their detection in liquid biopsies can be a useful diagnostic and/or prognostic biomarker to predict the risk of relapse in cancer patients.