(1) Background: Androgen deprivation therapy (ADT) and docetaxel (DX) combination is a standard therapy for metastatic hormone-sensitive prostate cancer (mHSPC) patients. (2) Methods: We investigate if tumor transcriptomic analysis predicts mHSPC evolution in a multicenter retrospective biomarker study. A customized panel of 184 genes was tested in mRNA from tumor samples by the nCounter platform in 125 mHSPC patients treated with ADT+DX. Gene expression was correlated with castration-resistant prostate cancer-free survival (CRPC-FS) and overall survival (OS). (3) Results: High expression of androgen receptor (AR) signature was independently associated with longer CRPC-FS (hazard ratio (HR) 0.6, 95% confidence interval (CI) 0.3–0.9; p = 0.015), high expression of estrogen receptor (ESR) signature with longer CRPC-FS (HR 0.6, 95% CI 0.4–0.9; p = 0.019) and OS (HR 0.5, 95% CI 0.2–0.9, p = 0.024), and lower expression of tumor suppressor genes (TSG) (RB1, PTEN and TP53) with shorter OS (HR 2, 95% CI 1–3.8; p = 0.044). ARV7 expression was independently associated with shorter CRPC-FS (HR 1.5, 95% CI 1.1–2.1, p = 0.008) and OS (HR 1.8, 95% CI 1.2–2.6, p = 0.004), high ESR2 was associated with longer OS (HR 0.5, 95% CI 0.2–1, p = 0.048) and low expression of RB1 was independently associated with shorter OS (HR 1.9, 95% CI 1.1–3.2, p = 0.014). (4) Conclusions: AR, ESR, and TSG expression signatures, as well as ARV7, RB1, and ESR2 expression, have a prognostic value in mHSPC patients treated with ADT+DX.