Traditionally, we know that genomic DNA will produce transcripts named messenger RNA and then translate into protein following the instruction of genetic central dogma, and RNA works here as a pass-by messenger. Now increasing evidence shows that RNA is a key regulator as well as a message transmitter. It is discovered by next-generation sequencing techniques that most genomic DNA are generally transcribed to non-coding RNA, highly beyond the percentage of coding mRNA. These non-coding RNAs (ncRNAs), belonging to several groups, have critical roles in many cellular processes, expanding our understanding of the RNA world. We review here the different categories of ncRNA according to genome location and how ncRNAs guide and recruit chromatin modification complex to specific loci of genome to modulate gene expression by affecting chromatin state.