The immune system is a double-edged sword with regard to the prostate cancer (PCa) battle. Immunogenetics, the study of the potential role of immune-related polymorphisms, is taking its first steps in the treatment of this malignancy. This review summarizes the most recent papers addressing the potential of immunogenetics in PCa, reporting immune-related polymorphisms associated with tumor aggressiveness, treatment toxicity and patients’ prognosis. With some peculiarities, RNASEL, IL-6, IL-10, IL-1β and MMP7 have arisen as the most significant biomarkers in PCa treatment and management, having a potential clinical role. Validation prospective clinical studies are required to translate immunogenetics into precision treatment of PCa.