Pancreatic neuroendocrine neoplasms (PanNENs) are rare tumors, but their incidental diagnosis has significantly increased due to the widespread use of imaging studies. Therefore, most PanNENs are now diagnosed when completely asymptomatic and in early stages. PanNENs are classified according to their grade (Ki-67 index) and can be functional (F-) or nonfunctional (NF-) depending on the presence or absence of a clinical, hormonal hypersecretion syndrome. The mainstay treatment of PanNENs is a surgery that is mostly curative but also associated with significant short- and long-term adverse events. Therefore, less invasive alternative locoregional treatment modalities are warranted. Recently, few case reports and two case series have described EUS-guided radiofrequency ablation (EUS-RFA) for the treatment of patients with both F-PanNENs and NF-PanNENs. If for F-PanNENs EUS-RFA can very easily become the standard of care, for NF-PanNENEs it is still controversial how to select patients for EUS-RFA. A balance between overtreatment (i.e., RFA/surgery in patients who will not progress) and undertreatment (locoregional treatments in patients with undetected metastases) needs to be found based on solid data. The decision should also take into account patients' comorbidity and risk of postoperative death, life expectancy, tumor location, risk of postoperative fistula and postoperative morbidity, and risk of long-term exocrine and/or endocrine insufficiency. To answer the important question on which a patient should be treated with EUS-RFA, properly designed studies to evaluate the efficacy of this treatment in large cohorts of patients with NF-PanNENs and to establish prognostic factors associated with treatment response are urgently needed.