The study represents a comprehensive retrospective morphological and immunohistochemical profiling of pancreatic neuroendocrine neoplasms (PNENs) in order to reveal the associations between morphological and molecular parameters. The local tumour spread (T), presence of metastases in regional lymph nodes (N) and distant organs (M), tumour grade (G) and resection line status (R) by pathology findings (pTNMGR), mitotic activity, perineural, vascular and lymphatic invasion were assessed in 16 surgically resected PNENs. By immunohistochemistry, expression of Ki-67, p53, p27, p21, cyclin D1, Bcl-2, E-cadherin, CD44, vimentin, cyclooxygenase 2 (COX-2), microvascular density, and cytokeratin (CK) spectrum, along with neuroendocrine, intestinal and squamous markers were detected. Descriptive statistics, Chi-square test, Spearman’s rank correlation, Mann–Whitney and Kruskal–Wallis methods were applied; p < 0.05 was considered significant. Ki-67, CK19, p63, vimentin and COX-2 were significantly up-regulated in PNENs in comparison to benign pancreatic islets. A complex network of morphological and molecular associations was identified. Ki-67 correlated with PNEN size (p = 0.022), the World Health Organization 2004 and 2010 classification grades (p = 0.021 and p = 0.002), stage (p = 0.028) and mitotic count (p = 0.007) but among molecular markers – with CK19 (p = 0.033) and vimentin (p = 0.045). CK19 was significantly up-regulated in PNENs, having higher pT (p = 0.018), pR (p = 0.025), vascular (p = 0.020), perineural (p = 0.026) and lymphatic invasion (p = 0.043). In conclusion, proliferation activity (by Ki-67), E-cadherin, vimentin and CK19 are important molecular characteristics of PNENs due to significant associations with morphological tumour characteristics, pTNMGR and invasive growth.