Platelets, involved in the whole process of tumorigenesis and development, constantly absorb and enrich tumor-specific substances in the circulation during their life span, thus called “Tumor Educated Platelets” (TEPs). The alterations of platelet mRNA profiles have been identified as tumor markers due to the regulatory mechanism of post-transcriptional splicing. Small nuclear RNAs (SnRNAs), the important spliceosome components in platelets, dominate platelet RNA splicing and regulate the splicing intensity of pre-mRNA. Endogenous variation at the snRNA levels leads to widespread differences in alternative splicing, thereby driving the development and progression of neoplastic diseases. This review systematically expounds the bidirectional tumor-platelets interactions, especially the tumor induced alternative splicing in TEP, and further explores whether molecules related to alternative splicing such as snRNAs can serve as novel biomarkers for cancer diagnostics.