Parathyroid cancer (PC) presents clinically as a case of hyperparathyroidism associated with local compression symptoms. The definitive diagnosis of PC is complex as it requires unequivocal criteria of invasion in postoperative biopsy. Given the difficulty in confirming the diagnosis of PC, attempts have been made to address this problem through the search for biomarkers, mainly using immunohistochemistry. Within this theme, the phenomenon of epithelial-mesenchymal transition and cancer stem cell markers have been scarcely studied; this could eventually help discriminate between a diagnosis of parathyroid adenoma or carcinoma. On the other hand, identification of oncogenes and tumor suppressing genes, as well as epigenetic markers such as miRNAs, lncRNAs, and circRNAs all play a crucial role in tumorigenesis and have enormous potential as diagnostic tools. Furthermore, proteomic-based and inflammatory markers have also been described as diagnostic aids for this uncommon neoplasm. This review presents a clinical approach to the disease, as well as providing a state-of-the-art analysis of basic biomarkers in diagnosis and future projections in this field.