With the therapeutic landscape of advanced prostate cancer rapidly evolving and oncological benefits being shown for a plethora of new agents and indications, health-related quality of life (HRQOL)-associated evidence is still subpar. In the current comprehensive review, we discuss the importance of HRQOL for patients with advanced PC (metastatic hormone-sensitive prostate cancer (mHSPC), metastatic castration-resistant prostate cancer (mCRPC) and non-metastatic castration-resistant prostate cancer (nmCRPC)), and present the most frequently used tools to evaluate HRQOL in recent randomized trials. Furthermore, we discuss the ease of use of these validated questionnaires for clinicians and try to focus on the suggested appropriate use in clinical practice, as well as potential strategies for improvement of HRQOL evaluation in these clinical scenarios of advanced prostate cancer.