Recently, advances in molecular biology and bioinformatics have allowed a more thorough understanding of tumorigenesis in aggressive PitNETs (pituitary neuroendocrine tumors) through the identification of specific essential genes, crucial molecular pathways, regulators, and effects of the tumoral microenvironment. Target therapies have been developed to cure oncology patients refractory to traditional treatments, introducing the concept of precision medicine. Preliminary data on PitNETs are derived from preclinical studies conducted on cell cultures, animal models, and a few case reports or small case series. This study comprehensively reviews the principal pathways involved in aggressive PitNETs, describing the potential target therapies. A search was conducted on Pubmed, Scopus, and Web of Science for English papers published between 1 January 2004, and 15 June 2023. 254 were selected, and the topics related to aggressive PitNETs were recorded and discussed in detail: epigenetic aspects, membrane proteins and receptors, metalloprotease, molecular pathways, PPRK, and the immune microenvironment. A comprehensive comprehension of the molecular mechanisms linked to PitNETs’ aggressiveness and invasiveness is crucial. Despite promising preliminary findings, additional research and clinical trials are necessary to confirm the indications and effectiveness of target therapies for PitNETs.