As sessile organisms, plants have to cope with the ever-changing environment as well as with numerous forms of stress. To react to these external cues, plants have evolved a suite of response mechanisms operating at many different levels, ranging from physiological to molecular processes that provide the organism with a wide phenotypic plasticity, allowing for fine tuning of the reactions to these adverse circumstances. During the past decade, non-coding RNAs (ncRNAs) have emerged as key regulatory molecules, which contribute to a significant portion of the transcriptome in eukaryotes and are involved in the control of transcriptional and post-transcriptional gene regulatory pathways. Although accumulated evidence supports an important role for ncRNAs in plant response and adaptation to abiotic stress, their mechanism(s) of action still remains obscure and a functional characterization of the ncRNA repertoire in plants is still needed. Moreover, common features in the biogenesis of different small ncRNAs, and in some cases, cross talk between different gene regulatory pathways may add to the complexity of these pathways and could play important roles in modulating stress responses. Here we review the various ncRNAs that have been reported to participate in the response to abiotic stress in plants, focusing on their importance in plant adaptation and evolution. Understanding how ncRNAs work may reveal novel mechanisms involved in the plant responses to the environment.