Patients affected by gastroenteropancreatic–neuroendocrine tumors (GEP–NETs) have an increased risk of developing osteopenia and osteoporosis, as several factors impact on bone metabolism in these patients. In fact, besides the direct effect of bone metastasis, bone health can be affected by hormone hypersecretion (including serotonin, cortisol, and parathyroid hormone-related protein), specific microRNAs, nutritional status (which in turn could be affected by medical and surgical treatments), and vitamin D deficiency. In patients with multiple endocrine neoplasia type 1 (MEN1), a hereditary syndrome associated with NET occurrence, bone damage may carry other consequences. Osteoporosis may negatively impact on the quality of life of these patients and can increment the cost of medical care since these patients usually live with their disease for a long time. However, recommendations suggesting screening to assess bone health in GEP–NET patients are missing. The aim of this review is to critically analyze evidence on the mechanisms that could have a potential impact on bone health in patients affected by GEP–NET, focusing on vitamin D and its role in GEP–NET, as well as on factors associated with MEN1 that could have an impact on bone homeostasis.