Introduction. Predicting the aggressiveness of prostate cancer at biopsy is invaluable in making treatment decisions. In this paper we review the differential expression of genes and microRNAs identified through microarray analysis as potentially useful markers for prostate cancer prognosis and discuss some of the challenges associated with their development. Methods. A review of the literature was conducted through Medline. Articles were identified through searches of the following terms: "prostate cancer AND differential expression", "prostate cancer prognosis", and "prostate cancer AND microRNAs". Results. Though numerous differentially expressed genes and microRNAs were identified as possible prognostic markers, the significance of several of these genes is either debated due to conflicting results or is not validated in other study populations. A few of the articles constructed predictive nomograms using a panel of biomarkers which require further validation. Challenges to the development of useful markers include different methodology, cancer heterogeneity, and sampling error. These can be overcome by categorizing prognostic factors into particular gene pathways or by supplementing biopsy information with blood or urine-based biomarkers. Conclusion. Though biomarkers based on differential expression offer the potential to improve decision making concerning prostate cancer, further validation of their utility and accuracy at the biopsy level is needed.