Gastroenteropancreatic neuroendocrine tumors (GEP-NETs) are rare neoplasms capable of producing hormones. The development of new treatments has improved progression-free survival, albeit with increased toxicity. Health-related quality of life (HRQoL) has become an important endpoint in clinical research to evaluate patients’ well-being in such a contradictory scenario. In this review, we examine key reported outcomes across clinical studies exploring HRQoL in patients with GEP-NETs. We have conducted a review of the literature using PubMed, The Cochrane Library, EMBASE, and Google Scholar. Selection criteria for articles were (1) publication in English between 1995 and 2014, (2) patients with GEP-NET, and (3) analysis of HRQoL, including mental health and psychological symptoms. Forty-nine studies met the inclusion criteria (31 clinical trials, 14 observational studies, and 4 developments of NET-specific HRQoL instruments). The scope and nature of the literature was diverse with 27 instruments used to measure aspects of HRQoL. EORTC QLQ-C30 was the most frequently used, in 38 of the 49 studies. Standardized measures revealed that in spite of generally good HRQoL, GEP-NET patients have specific psychological and physical complaints. The clinical benefit of somatostatin analogs and sunitinib has been clearly supported by HRQoL assessment. Improvement in HRQoL scores or symptom relief over time was also reported in 14 trials of peptide receptor radionuclide therapy, however the absence of randomized studies obviate definitive conclusions. We have also identified several unanswered questions that should be addressed in further research concerning chemotherapy, everolimus, surgery, local ablative therapies, and chemoembolization. Future research should incorporate GEP-NET-specific HRQoL instruments into phase III trials. This review may help both clinicians and researchers to select the most appropriate tools to assess changes in HRQoL in this population.