Abiotic stress is one of the primary causes of crop losses worldwide. Much progress has been made in unraveling the complex stress response mechanisms, particularly in the identification of stress responsive protein-coding genes. In addition to protein coding genes, recently discovered microRNAs (miRNAs) and endogenous small interfering RNAs (siRNAs) have emerged as important players in plant stress responses. Initial clues suggesting that small RNAs are involved in plant stress responses stem from studies showing stress regulation of miRNAs and endogenous siRNAs, as well as from target predictions for some miRNAs. Subsequent studies have demonstrated an important functional role for these small RNAs in abiotic stress responses. This review focuses on recent advances, with emphasis on integration of small RNAs in stress regulatory networks.