Cholesterol is a fundamental molecule for life. Located in the cell membrane, this sterol participates to the cell signaling of growth factors. Inside the cell it can be converted in hormones such as androgens or modulate the immune response. Such important functions could not be solely dependent of external supply by diet hence de novo synthesis could occur from acetate in almost all mammalian cells. If a deficiency in cholesterol sourcing leads to development troubles, overstocking has been associated to various diseases such as atherosclerosis and cancers. Cholesterol homeostasis should thus be tightly regulated at the uptake, de novo synthesis, storage and export processes. Various transcription factors have been described these last years as important to regulate cholesterol levels. Besides, synthetic molecules have been developed for many years to modulate cholesterol synthesis, such as statins. Many articles have associated prostate cancer, whose incidence is constantly increasing, to cholesterol disequilibrium. Targeting cholesterol could thus be a new pharmacological hit to counteract the initiation, development and/or progression of prostate cancer. Among the transcription factors regulating cholesterol homeostasis, the nuclear receptors Liver X Receptors (LXRs) control cholesterol uptake and export. Targeting the LXRs offers a new field of investigation to treat cancer. This review highlights the molecular relationships among LXRs, prostate cancer and cholesterol and why LXRs have good chance to be targeted one day in this tumor. LXRs, prostate cancer and cholesterol, more than a "Menage a trois", The Good, the Bad and the Ugly.