Prostate cancer (PCa) is a complex disease and the cause of one of the highest cancer-related mortalities in men worldwide. Annually, more than 1.2 million new cases are diagnosed globally, accounting for 7% of newly diagnosed cancers in men. Programmed cell death (PCD) plays an essential role in removing infected, functionally dispensable, or potentially neoplastic cells. Apoptosis is the canonical form of PCD with no inflammatory responses elicited, and the close relationship between apoptosis and PCa has been well studied. Necroptosis and pyroptosis are two lytic forms of PCD that result in the release of intracellular contents, which induce inflammatory responses. An increasing number of studies have confirmed that necroptosis and pyroptosis are also closely related to the occurrence and progression of PCa. Recently, a novel form of PCD named PANoptosis, which is a combination of apoptosis, necroptosis, and pyroptosis, revealed the attached connection among them and may be a promising target for PCa. Apoptosis, necroptosis, pyroptosis, and PANoptosis are good examples to better understand the mechanism underlying PCD in PCa. This review aims to summarize the emerging roles and therapeutic potential of apoptosis, necroptosis, pyroptosis, and PANoptosis in PCa.