(1) Background: Rheumatoid arthritis (RA) is a common systemic autoimmune disease affecting many people and has an unclear and complicated physiological mechanism. The competing endogenous RNA (ceRNA) network plays an essential role in the development and occurrence of various human physiological processes. This study aimed to construct a ceRNA network related to RA. (2) Methods: We explored the GEO database for peripheral blood mononuclear cell (PBMC) samples and then analyzed the RNA of 52 samples (without treatment) to obtain lncRNAs (DELs), miRNAs (DEMs), and mRNAs (DEGs), which can be differentially expressed with statistical significance in the progression of RA. Next, a ceRNA network was constructed, based on the DELs, DEMs, and DEGs. At the same time, the Kyoto Encyclopedia of Genes and Genomes (KEGG) and Gene Ontology (GO) analysis were used to validate the possible function of the ceRNA network. (3) Results: Through our analysis, 389 DELs, 247 DEMs, and 1081 DEGs were screened. After this, a ceRNA network was constructed for further statistical comparisons, including 16 lncRNAs, 1 miRNA, and 15 mRNAs. According to the GO and KEGG analysis, the ceRNA network was mainly enriched in the mTOR pathway, the dopaminergic system, and the Wnt signaling pathway. (4) Conclusions: The novel ceRNA network related to RA that we constructed offers novel insights into and targets for the underlying molecular mechanisms of the mTOR pathway, the dopaminergic system, and the Wnt signaling pathway (both classic and nonclassic pathways) that affect the level of the genetic regulator, which might offer novel ways to treat RA.