We performed a systematic review of the literature to provide an overview of the application of PET radiomics for the prediction of the initial staging of prostate cancer (PCa), and to discuss the additional value of radiomic features over clinical data. The most relevant databases and web sources were interrogated by using the query “prostate AND radiomic* AND PET”. English-language original articles published before July 2021 were considered. A total of 28 studies were screened for eligibility and 6 of them met the inclusion criteria and were, therefore, included for further analysis. All studies were based on human patients. The average number of patients included in the studies was 72 (range 52–101), and the average number of high-order features calculated per study was 167 (range 50–480). The radiotracers used were [68Ga]Ga-PSMA-11 (in four out of six studies), [18F]DCFPyL (one out of six studies), and [11C]Choline (one out of six studies). Considering the imaging modality, three out of six studies used a PET/CT scanner and the other half a PET/MRI tomograph. Heterogeneous results were reported regarding radiomic methods (e.g., segmentation modality) and considered features. The studies reported several predictive markers including first-, second-, and high-order features, such as “kurtosis”, “grey-level uniformity”, and “HLL wavelet mean”, respectively, as well as PET-based metabolic parameters. The strengths and weaknesses of PET radiomics in this setting of disease will be largely discussed and a critical analysis of the available data will be reported. In our review, radiomic analysis proved to add useful information for lesion detection and the prediction of tumor grading of prostatic lesions, even when they were missed at visual qualitative assessment due to their small size; furthermore, PET radiomics could play a synergistic role with the mpMRI radiomic features in lesion evaluation. The most common limitations of the studies were the small sample size, retrospective design, lack of validation on external datasets, and unavailability of univocal cut-off values for the selected radiomic features.