UV-induced stress response involves expression change of a myriad of genes, which play critical roles in modulating cell cycle arrest, DNA repair, and cell survival. Alteration of microRNAs has been found in cells exposed to UV, yet their function in UV stress response remains elusive. Here, we show that UV radiation induces up-regulation of miR-125b, which negatively regulates p38α expression through targeting its 3'-UTR. Increase of miR-125b depends on UV-induced NF-κB activation, which enhances miR-125b gene transcription upon UV radiation. The DNA damage-responsive kinase ATM (ataxia telangiectasia mutated) is indispensable for UV-induced NF-κB activation, which may regulate p38α activation and IKKβ-dependent IκBα degradation in response to UV. Consequently, repression of p38α by miR-125b prohibits prolonged hyperactivation of p38α by UV radiation, which is required for protecting cells from UV-induced apoptosis. Altogether, our data support a critical role of NF-κB-dependent up-regulation of miR-125b, which forms a negative feedback loop to repress p38α activation and promote cell survival upon UV radiation.