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Background: Inaccurate risk classification and the burden of unnecessary biopsies are a challenge due to the limited ability of current risk assessment tools and modalities to diagnose prostate cancer (PCa) and distinguish indolent from aggressive disease. This systematic review assesses newly developed tests and interventions with high evidence of clinical utility that might be adopted in clinical practice during PCa management before initial and repeat biopsy, after positive biopsy, and after radical treatment. Methods: The Cochrane, Embase, MEDLINE, and Web of Science databases were searched for studies pertaining to the clinical utility of PCa diagnostic tests. Outcomes of interest were (1) a measure of the percentage of altered decision-making, (2) decrease in number of unnecessary biopsies, (3) decrease or increase in treatment intensity, and (4) risk reclassification after test results. Results: The search yielded 2,940 articles, of which 46 met the inclusion criteria. We found clinical utility evidence on the Prostate Health Index (PHI), 4Kscore test, MRI, OncotypeDX, Decipher test, Prolaris, ConfirmMDx, Progensa PCA3, NADiA ProsVue, and ProMark. No evidence was identified for Prostarix, ProstaVysion, Prostate Core Mitomic Test, and Mi-Prostate Score. The interventions demonstrated their clinical utility in terms of change in treatment recommendations, decrease/increase in interventional treatment, decrease in biopsy, and risk reclassification. At diagnosis after a positive biopsy, ProMark, OncotypeDX, Prolaris, and MRI guided the use of active surveillance. Use of NADiA ProsVue, Decipher, and Prolaris aided in the decision to add adjuvant therapy post-prostatectomy. PHI, 4Kscore, and MRI used prior initial and repeat biopsies, and ConfirmMDx and Progensa PCA3 used prior repeat biopsies to improve prediction of biopsy outcome, allowing a decrease in unnecessary biopsies. Conclusions: This systematic review suggests that implementation of these tests in clinical practice could effectuate personalized treatment of PCa. Further clinical and economic evaluation studies of long-term PCa outcomes are warranted to provide further guidance.