Neuroendocrine neoplasms (NENs) are a group of tumors originating from the neuroendocrine system. They mainly occur in the digestive system and the respiratory tract. It is well-know a strict interaction between neuroendocrine system and inflammation, which can play an important role in NEN carcinogenesis. Inflammatory mediators, which are produced by the tumor microenvironment, can favor cancer induction and progression, and can promote immune editing. On the other hand, a balanced immune system represents a relevant step in cancer prevention through the elimination of dysplastic and cancer cells. Therefore, an inflammatory response may be both pro- and anti-tumorigenic. In this review, we provide an overview concerning the complex interplay between inflammation and gastroenteropancreatic NENs, focusing on the tumorigenesis and clinical implications in these tumors.