Recent data suggest that local treatment with radical prostatectomy or radiation may improve survival outcomes in men with advanced prostate cancer. However, evidence is lacking on treatment-related adverse effects among men with advanced prostate cancer. To assess the association of local treatment on treatment-related adverse effects among men diagnosed with advanced prostate cancer. This cohort study assessed men diagnosed with advanced prostate cancer (defined as T4, N1, and/or M1 prostate cancer) between January 1, 1999, and December 31, 2013, with follow-up through December 31, 2021, who were treated at Veterans Health Administration medical centers. Local treatment with radical prostatectomy or radiation. Main outcomes were treatment-related adverse effects, including constitutional, gastrointestinal, pain, sexual function, and urinary function conditions, at 3 intervals after initial treatment (≤1 year, >1 to ≤2 years, and >2 to ≤5 years) after initial treatment. This cohort study consisted of 5502 men (mean [SD] age, 68.7 [10.3] years) diagnosed with advanced prostate cancer. Of the cohort, 1705 men (31.0%) received local treatment. There was a high prevalence of adverse conditions in men receiving both local and nonlocal treatment, and these adverse conditions persisted for more than 2 years to 5 years or less after initial treatment. A total of 916 men (75.2%) with initial local treatment and 897 men (67.1%) with initial nonlocal treatment reported the presence of at least 1 adverse condition for more than 2 years to 5 years or less after initial treatment. In the first year, local treatment (vs nonlocal) was associated with adverse gastrointestinal (multivariable-adjusted odds ratio [AOR], 4.08; 95% CI, 3.06-5.45), pain (AOR, 1.57; 95% CI, 1.35-1.83), sexual (AOR, 2.96; 95% CI, 2.42-3.62), and urinary (AOR, 2.25; 95% CI, 1.90-2.66) conditions. Local treatment (without secondary treatment) remained significantly associated with adverse gastrointestinal (AOR, 2.39; 95% CI, 1.52-3.77), sexual (AOR, 3.36; 95% CI, 2.56-4.41), and urinary (AOR, 1.39; 95% CI, 1.09-1.78) conditions at more than 2 years to 5 years or less after treatment. In this cohort study of men with advanced prostate cancer, local treatment was associated with persistent treatment-related adverse effects across multiple domains. These results suggest that patients and clinicians should consider the adverse effects of local treatment when making treatment decisions in the setting of advanced prostate cancer.