Cathepsin Z (CTSZ) is a cysteine protease responsible for the adhesion and migration of both immune and tumor cells. Due to its dual role, we hypothesized that the site of CTSZ expression could be determinant of the pro- or anti-tumorigenic effects of this enzyme. To test this hypothesis, we analyzed CTSZ expression data in healthy and tumor tissues by bioinformatics and evaluated the expression levels of CTSZ mRNA in the blood cells of prostate cancer (PCa) patients by qRT-PCR compared with healthy subjects, evaluating its diagnostic and prognostic implications for this type of cancer. Immune cells present in the blood of healthy patients overexpress CTSZ. In PCa, we found decreased CTSZ mRNA levels in blood cells, 75% lower than in healthy subjects, that diminished even more during biochemical relapse. CTSZ mRNA in the blood cells had an area under the curve for PCa diagnosis of 0.832, with a 93.3% specificity, and a positive likelihood ratio of 9.4. The site of CTSZ mRNA expression is fundamental to determine its final role as a protective determinant in PCa, such as CTSZ mRNA in the blood cells, or a malignant determinant, such as found for CTSZ expressed in high levels by different types of primary and metastatic tumors. Low CTSZ mRNA expression in the total blood is a possible PCa marker complementary to prostate-specific antigen (PSA) for biopsy decisions, with the potential to eliminate unnecessary biopsies.