Mesenchymal tumours of the urinary bladder and prostate are infrequent neoplasms. The body of literature is growing with isolated case reports and short series, and the majority of cases are benign neoplasms. Other than stromal tumour of uncertain malignant potential and prostatic stromal sarcoma, both neoplasms derived from the specific prostatic stroma, the mesenchymal neoplasms in these locations are identical to their counterparts seen in other organs. However, the limited amount of tissue generated by biopsy and rarity of mesenchymal lesions in these sites create unique diagnostic difficulties, while correct classification of the neoplasm often bears significant impact on prognosis and therapeutic strategy. In this review we summarise the diagnostic features, focus on the differential diagnosis, and highlight the potential diagnostic pitfalls of mesenchymal tumours of the bladder and prostate.