Bidirectional cellular interactions between prostate cancer and prostate or bone stroma are needed for local tumor growth and distant metastasis. The genetics of cancer cells is affected by the host microenvironment and, reciprocally, permanent gene expression changes occur in the stroma surrounding epithelial cancer cells. The immune-mediated micromilieu also affects the progression of prostate cancer; the role of the immune system in controlling the growth of prostate cancer cells is complex, with immune escape mechanisms prevailing over effective antitumor response. Moreover, tumor stem cell models to explain the origin and progression of prostate cancer require appropriate environmental conditions. On the basis of a review of the literature, this article aims to outline the recent advances in the elucidation of the molecular mechanisms underlying the interactions between prostate cancer and its microenvironment.