In fission yeast, the formation of centromeric heterochromatin is induced through the RNA interference (RNAi)-mediated pathway. Some pre-mRNA splicing mutants (prp) exhibit defective formation of centromeric heterochromatin, suggesting that splicing factors play roles in the formation of heterochromatin, or alternatively that the defect is caused by impaired splicing of pre-mRNAs encoding RNAi factors. Herein, we demonstrate that the splicing factor spPrp16p is enriched at the centromere, and associates with Cid12p (a factor in the RNAi pathway) and the intron-containing dg ncRNA. Interestingly, removal of the dg intron, mutations of its splice sites, or replacement of the dg intron with an euchromatic intron significantly decreased H3K9 dimethylation. We also revealed that splicing of dg ncRNA is repressed in cells and its repression depends on the distance from the transcription start site to the intron. Inefficient splicing was also observed in other intron-containing centromeric ncRNAs, dh and antisense dg, and splicing of antisense dg ncRNA was repressed in the presence of the RNAi factors. Our results suggest that the introns retained in centromeric ncRNAs work as facilitators, co-operating with splicing factors assembled on the intron and serving as a platform for the recruitment of RNAi factors, in the formation of centromeric heterochromatin.