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This study aimed to screen miRNA biomarkers for melanoma progression. Raw melanoma data were downloaded from the Gene Expression Omnibus (GSE34460, GSE35579, GSE18509, and GSE24996) and the Cancer Genome Atlas (TCGA). Then, all differentially expressed miRNAs (DEmiRNAs) between benign vs. primary, metastatic vs. benign, and metastatic vs. primary groups were obtained in the GSE34460 and GSE35579 datasets, and the miRNAs related to disease progression were further screened. Then, the miRNA-gene network was constructed, followed by enrichment, survival, and cluster analyses. Differentially expressed genes (DEGs), tumor-infiltrating immune cells, and tumor mutation burden (TMB) between subtypes were analyzed. miRNAs were verified in the GSE18509 and GSE24996 datasets. A total of 132 and 209 DEmiRNAs were obtained in the GSE34460 and GSE35579 datasets, respectively, and 27 DEmiRNAs related to disease progression were screened. hsa-miR-106b-5p, hsa-miR-27b-3p, and hsa-miR-141-3p had a higher degree and were regulated by numerous genes in the miRNA-gene network. Moreover, four miRNAs were associated with prognosis: hsa-let-7c-5p, hsa-miR-130b-3p, hsa-miR-142-3p, and hsa-miR-509-3p. Furthermore, the bidirectional hierarchical clustering of 27 miRNAs was classified into three subtypes, and TMB and four types of immune cells, including activated dendritic cells, naïve CD4 T cells, M1 macrophages, and plasma cells, showed significant differences among the three subtypes. The expression levels of most miRNAs in the GSE18509 and GSE24996 datasets were consistent with those in the training dataset. These miRNAs, including hsa-let-7c-5p, hsa-miR-130b-3p, and hsa-miR-142-3p, and activated dendritic cells, naïve CD4 T cells, M1 macrophages, and plasma cells may play vital roles in the pathogenesis of melanoma.