Exosomes are single-membrane, secreted organelles with a diameter of 30-200 nm, containing diverse bioactive constituents, including DNAs, RNAs, proteins, and lipids, with prominent molecular heterogeneity. Extensive studies indicate that exosomal RNAs (e.g., microRNAs, long non-coding RNAs, and circular RNAs) can interact with many types of cancers, associated with several hallmark features like tumor growth, metastasis, and resistance to therapy. Pancreatic cancer (PaCa) is among the most lethal cancers worldwide, emerging as the seventh foremost cause of cancer-related death in both sexes. Hence, revealing the specific pathogenesis and improving the clinical diagnosis and treatment process are urgently required. As the study of exosomes has become an active area of research, the functional connections between exosomes and PaCa have been deeply investigated. Among these, exosomal RNAs seem to play a significant role in the development, diagnosis, and treatment of PaCa. Exosomal RNAs delivery ultimately modulates the various features of PaCa, and many scholars have interpreted how exosomal RNAs contribute to the proliferation, angiogenesis, migration, invasion, metastasis, immune escape, and drug resistance in PaCa. Besides, recent studies emphasize that exosomal RNAs may serve as diagnostic and prognostic biomarkers or therapeutic targets for PaCa. In this review, we will introduce these recent insights focusing on the discoveries of the relationship between exosomal RNAs and PaCa, and the potentially diagnostic and therapeutic applications of exosomes in PaCa.