Among neuroendocrine neoplasms (NENs), a non-negligible proportion (9-22%) is represented by sufferers of NENs of unknown primary origin (UPO), a poor prognostic group with largely unmet clinical needs. In the absence of standard therapeutic algorithms, current guidelines suggest that the treatment of UPO-NENs should be based on tumor clinical-pathological characteristics, disease burden, and patient conditions. Chemotherapy represents the backbone for the treatment of high-grade poorly differentiated UPO-NENs, usually providing deep but short-lasting responses. Conversely, the spectrum of available systemic therapy options for well-differentiated UPO-NENs may range from somatostatin analogs in indolent low-grade tumors, to peptide receptor radioligand therapy, tyrosine kinase inhibitors (TKIs), or chemotherapy for more aggressive tumors or in case of high disease burden. In recent years, molecular profiling has provided deep insights into the molecular landscape of UPO-NENs, with both diagnostic and therapeutic implications. Although preliminary, interesting activity data have been provided about upfront chemoimmunotherapy, the use of immune checkpoint inhibitors (ICIs), and the combination of ICIs plus TKIs in this setting. Here, we review the literature from the last 30 years to examine the available evidence about the treatment of UPO-NENs, with a particular focus on future perspectives, including the expanding scenario of targeted agents in this setting.