The citrus red mite (Panonychus citri) can feed on more than 112 plant species around the world. Endogenous small RNAs (sRNAs) have proved to be important components of gene regulation in many eukaryotes. Recently, many sRNAs have been shown to be involved in various biological processes, such as development in many animals, including insects; however, to date, no sRNAs have been reported in the citrus red mite. Using Illumina sequencing, several categories of sRNAs were identified, including 594 known microRNAs (miRNAs) grouped into 206 families and 31 novel miRNAs in the four developmental stages of citrus red mite. In addition, according to bioinformatics analysis and S-Poly(T) miRNA assays, the expression level of many miRNAs varied among the developmental stages. Furthermore, the prediction of miRNAs target genes and their functional annotation indicated that miRNAs are involved in the regulation of multiple pathways in the citrus red mite. As the first report of the sRNA world in citrus red mite, the present study furthers our understanding of the roles played by sRNAs in the development of citrus red mite and the data may help to develop methods of controlling the pests in the field.