MicroRNAs are small non-coding RNAs that regulate gene expression post-transcriptionally. They are involved in the regulation of physiological processes, such as adaptation to physical exercise, and also in disease settings, such as systemic arterial hypertension (SAH), type 2 diabetes mellitus (T2D), and obesity. In SAH, microRNAs play a significant role in the regulation of key signaling pathways that lead to the hyperactivation of the renin-angiotensin-aldosterone system, endothelial dysfunction, inflammation, proliferation, and phenotypic change in smooth muscle cells, and the hyperactivation of the sympathetic nervous system. MicroRNAs are also involved in the regulation of insulin signaling and blood glucose levels in T2D, and participate in lipid metabolism, adipogenesis, and adipocyte differentiation in obesity, with specific microRNA signatures involved in the pathogenesis of each disease. Many studies report the benefits promoted by exercise training in cardiovascular diseases by reducing blood pressure, glucose levels, and improving insulin signaling and lipid metabolism. The molecular mechanisms involved, however, remain poorly understood, especially regarding the participation of microRNAs in these processes. This review aimed to highlight microRNAs already known to be associated with SAH, T2D, and obesity, as well as their possible regulation by exercise training.