Cancer is an extremely diverse and complex disease that results from various genetic and epigenetic changes such as DNA copy-number variations, mutations, and aberrant mRNA and/or protein expression caused by abnormal transcriptional regulation. The expression profiles of certain microRNAs (miRNAs) and messenger RNAs (mRNAs) are closely related to cancer progression stages. In the past few decades, DNA microarray and next-generation sequencing techniques have been widely applied to identify miRNA and mRNA signatures for cancers on a genome-wide scale and have provided meaningful insights into cancer diagnosis, prognosis and personalized medicine. In this review, we summarize the progress in genome-wide analysis of miRNAs and mRNAs as cancer biomarkers, highlighting their diagnostic and prognostic roles.