Eukaryotic cells massively exchange macromolecules (proteins and RNAs) between the nucleus and cytoplasm through the nuclear pore complexes. Whereas a mechanistic picture emerges of how proteins are imported into and exported from the nucleus, less is known about nuclear exit of the different classes of RNAs. However, the yeast Saccharomyces cerevisiae offers an experimental system to study nuclear RNA export in vivo and thus to genetically dissect the different RNA export machineries. In this review, we summarize our current knowledge and recent progress in identifying components involved in nuclear RNA export in yeast.