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Simple Summary: SETD2, a histone methyltransferase and epigenetic modifier, and SETD2 protein expression were explored in a prostate cancer non-surgical cohort of 202 cases. Notably, SETD2 showed higher intensity in advanced and castrate-resistant disease compared to incidental cases. Moreover, elevated SETD2 expression is significantly associated with poorer prognosis, lower overall survival (OS), and decreased cancer-specific survival (CSS). High-risk SETD2 combined with PTEN loss or ERG positivity improved the prognostication for these outcomes. Additionally, the TCPA protein database and TCGA PRAD GSEA implicated SETD2 in pathways linked to tumor progression, chemoresistance, and adverse prognosis, including the AMPK, cAMP, and PI3K-Akt signaling pathways. SET-domain containing 2 (SETD2) is a histone methyltransferase and an epigenetic modifier with oncogenic functionality. In the current study, we investigated the potential prognostic role of SETD2 in prostate cancer. A cohort of 202 patients' samples was assembled on tissue microarrays (TMAs) containing incidental, advanced, and castrate-resistant CRPCa cases. Our data showed significant elevated SETD2 expression in advanced and castrate-resistant disease (CRPCa) compared to incidental cases (2.53 ± 0.58 and 2.21 ± 0.63 vs. 1.9 ± 0.68; p < 0.001, respectively). Interestingly, the mean intensity of SETD2 expression in deceased vs. alive patients was also significantly different (2.31 ± 0.66 vs. 2 ± 0.68; p = 0.003, respectively). Overall, high SETD2 expression was found to be considered high risk and was significantly associated with poor prognosis and worse overall survival (OS) (HR 1.80; 95% CI: 1.28–2.53, p = 0.001) and lower cause specific survival (CSS) (HR 3.14; 95% CI: 1.94–5.08, p < 0.0001). Moreover, combining high-intensity SETD2 with PTEN loss resulted in lower OS (HR 2.12; 95% CI: 1.22–3.69, p = 0.008) and unfavorable CSS (HR 3.74; 95% CI: 1.67–8.34, p = 0.001). Additionally, high SETD2 intensity with ERG positive expression showed worse prognosis for both OS (HR 1.99, 95% CI 0.87–4.59; p = 0.015) and CSS (HR 2.14, 95% CI 0.98–4.68, p = 0.058). We also investigated the protein expression database TCPA, and our results showed that high SETD2 expression is associated with a poor prognosis. Finally, we performed TCGA PRAD gene set enrichment analysis (GSEA) data for SETD2 overexpression, and our data revealed a potential association with pathways involved in tumor progression such as the AMPK signaling pathway, the cAMP signaling pathway, and the PI3K-Akt signaling pathway, which are potentially associated with tumor progression, chemoresistance, and a poor prognosis. [ABSTRACT FROM AUTHOR]