Purpose: Recent advances in the diagnosis, management and nonsurgical treatment of patients with advanced pancreatic neuroendocrine neoplasms (panNENs) have led to an emerging need for sensitive and useful prognostic factors for predicting responses/survival. Areas covered: The predictive value of a number of reported prognostic factors including clinically-related factors (clinical/laboratory/imaging/treatment-related factors), pathological factors (histological/classification/grading), and molecular factors, on therapeutic outcomes of anti-tumor medical therapies with molecular targeting agents (everolimus/sunitinib/somatostatin analogues), chemotherapy, radiological therapy with peptide receptor radionuclide therapy, or liver-directed therapies (embolization/chemoembolization/radio-embolization (SIRTs)) are reviewed. Recent findings in each of these areas, as well as remaining controversies and uncertainties, are discussed in detail, particularly from the viewpoint of treatment sequencing. Conclusions: The recent increase in the number of available therapeutic agents for the nonsurgical treatment of patients with advanced panNENs have raised the importance of prognostic factors predictive for therapeutic outcomes of each treatment option. The establishment of sensitive and useful prognostic markers will have a significant impact on optimal treatment selection, as well as in tailoring the therapeutic sequence, and for maximizing the survival benefit of each individual patient. In the paper, the progress in this area, as well as the controversies/uncertainties, are reviewed.