Prostate cancer is one of the most common and socially significant cancers among men. The aim of this study was to identify significant changes in the expression of exosomal miRNAs associated with an increase in the level of prostate specific antigen in castration-resistant prostate cancer during therapy and to evaluate them as potential prognostic markers for this category of disease. High-throughput miRNA sequencing was performed on 49 blood plasma samples taken from 11 Russian patients with castration-resistant cancer during therapy. Bioinformatic analysis of the obtained miRNA-seq data was carried out. Additionally, miRNA-seq data from the PRJNA562276 project were analyzed to identify exosomal miRNAs associated with castration-resistant prostate cancer. We found 34 differentially expressed miRNAs associated with the progression of castration-resistant prostate cancer during therapy in Russian patients. It was also shown that hsa-miRNA-148a-3p expression can serve as a potential prognostic marker. We found the exosomal miRNA expression signature associated with castration-resistant prostate cancer progression, in particular on the Russian patient cohort. Many of these miRNAs are well-known players in either oncogenic transformation or tumor suppression. Further experimental studies with extended sampling are required to validate these results.