Prostate cancer is among the most frequent cancers in men worldwide. Despite the fact that multiple therapeutic alternatives are available for its treatment, it is often discovered in an advanced stage as a metastatic disease. Prostate cancer screening is based on physical examination of prostate size and prostate-specific antigen (PSA) level in the blood as well as biopsy in suspect cases. However, these markers often fail to correctly identify the presence of cancer, or their positivity might lead to overdiagnosis and consequent overtreatment of an otherwise silent non-progressing disease. Moreover, these markers have very limited if any predictive value regarding therapy response or individual risk for therapy-related toxicities. Therefore, novel, optimally liquid biopsy-based (blood-derived) markers or marker panels are needed, which have better prognostic and predictive value than the ones currently used in the everyday routine. In this review the role of circulating tumour cells, extracellular vesicles and their microRNA content, as well as cellular and soluble immunological and inflammation- related blood markers for prostate cancer diagnosis, prognosis and prediction of therapy response is discussed. A special emphasis is placed on markers predicting response to radiotherapy and radiotherapy-related late side effects.