Crop yields are significantly reduced by biotic and abiotic stresses throughout the world. A better understanding of adaptive responses will lead to new strategies for improving plant stress tolerance. The molecular response of plants to stresses has been often considered as a complex process mainly based on the modulation of transcriptional activity of stress-related genes. Nevertheless, recently discovered endogenous small RNAs, such as miRNAs, nat-siRNAs and lisiRNAs, not only have a vital role in regulating plant development, but also have emerged as important players in plant stress responses. This review discusses recent advances in the field of small RNAs guided adaption to various stress responses, including oxidative stress, mineral nutrient deficiency, drought stress, salinity stress, ABA stress, mechanical stress, heavy metals stresses, biotic stresses, and other environmental stresses.