Pancreatic ductal adenocarcinoma (PDAC) is one of the most lethal cancers because of diagnosis at late stage and inherent/acquired chemoresistance. Recent advances in genomic profiling and biology of this disease have not yet been translated to a relevant improvement in terms of disease management and patient’s survival. However, new possibilities for treatment may emerge from studies on key epigenetic factors. Deregulation of microRNA (miRNA) dependent gene expression and mRNA splicing are epigenetic processes that modulate the protein repertoire at the transcriptional level. These processes affect all aspects of PDAC pathogenesis and have great potential to unravel new therapeutic targets and/or biomarkers. Remarkably, several studies showed that they actually interact with each other in influencing PDAC progression. Some splicing factors directly interact with specific miRNAs and either facilitate or inhibit their expression, such as Rbfox2, which cleaves the well-known oncogenic miRNA miR-21. Conversely, miR-15a-5p and miR-25-3p significantly downregulate the splicing factor hnRNPA1 which acts also as a tumour suppressor gene and is involved in processing of miR-18a, which in turn, is a negative regulator of KRAS expression. Therefore, this review describes the interaction between splicing and miRNA, as well as bioinformatic tools to explore the effect of splicing modulation towards miRNA profiles, in order to exploit this interplay for the development of innovative treatments. Targeting aberrant splicing and deregulated miRNA, alone or in combination, may hopefully provide novel therapeutic approaches to fight the complex biology and the common treatment recalcitrance of PDAC.