The etiology of prostate cancer (PCa) is still largely unknown and the only well-established risk factors are those that are non-modifiable (age, race, and family history). Therefore, the identification of lifestyle and dietary factors which might prevent PCa development and progression is of paramount importance from a public health point of view. Accumulating evidence indicates that obesity may have a dual effect on PCa: an increased risk of aggressive PCa and a decreased risk of localized PCa. Both occupational and leisure time physical activity have been observed to be associated with a reduced PCa risk. Different dietary factors including coffee have been examined in several epidemiological studies, but results have been mostly inconsistent. However, these inconsistencies can be, at least partly, explained by the fact that the majority of those studies examined total PCa risk only and, in addition, they did not take into account the different genetic characteristics within the study populations. Therefore, the future epidemiological studies should focus on the analysis of PCa subtypes separately in order to examine possible etiological heterogeneity of PCa in relation to some exposures. In addition, differences in the genetic characteristics of the study participants should be taken into account to explore the possibility of gene-environment interactions.