Prostate cancer (PCa) is a high prevalence disease, per 10000 habitants, that tends to increase with age. This pathology is difficult to detect at an early stage due to the absence of symptoms, hence the importance of monitoring signs for early detection. This disease can be detected by various methods, including plasmatic levels of prostate-specific antigen (PSA) and rectal touch, with biopsy being necessary to confirm the diagnosis. Patients affected by prostate cancer can have localized or advanced disease. There are conventional approaches that have been used as a reference in localized cancer, such as active surveillance, surgery, or radiotherapy. However, the adverse effects might vary and, sometimes, they can be permanent. An overview about the innovative therapeutic approaches to improve outcomes in terms of both tumor remission and side effects for localized PCa is presented. In case of emerging light-based treatment strategies, they aimed at ablating tumor tissue by inducing an external light are non-invasive, localized and, considerably, they are able to reduce lesions in peripheral tissues. One is photodynamic therapy (PDT) and it involves the photooxidation of molecules culminating in the formation of reactive oxygen species (ROS), inducing cell death. On the other hand, photothermal therapy (PTT) is based on inducing hyperthermia in cancer cells by irradiating them with beams of light at a specific wavelength. To improve the heat generated, gold nanoparticles (AuNPs) have those desirable characteristics that have drawn attention to PTT. Various studies point to AuNPs as efficient nanomaterials in PTT for the treatment of tumors, including prostate cancer. This review includes the most representative advances in this research field, dated from 1998 to 2023. It is noticed that several advances have been made and the way to find the effective treatment without impacting adverse side effects is shorter.