Plant pathogenic fungi are the largest group of disease-causing agents on crop plants and represent a persistent and significant threat to agriculture worldwide. Conventional approaches based on the use of pesticides raise social concern for the impact on the environment and human health and alternative control methods are urgently needed. The rapid improvement and extensive implementation of RNAi technology for various model and non-model organisms has provided the initial framework to adapt this post-transcriptional gene silencing technology for the management of fungal pathogens. In this review, we describe exogenous RNAi involved in plant pathogenic fungi and discuss small RNA production, formulation, and RNAi delivery methods. We explore some challenges with possible solutions. Furthermore, exogenous RNAi holds great potential for RNAi-mediated plant pathogenic fungal disease control.