Radical prostatectomy (RP) and radiotherapy (RT) are both evidence-based nonconservative treatments for prostate cancer (PCa). However, which treatment is better remains controversial. This study aimed to compare the prognostic difference between radical prostatectomy (RP) and radiotherapy (RT) in PCa patients at different stages and ages. Two independent PCa cohorts (the Surveillance, Epidemiology, and End Results, SEER; and the Prostate, Lung, Colorectal, and Ovarian, PLCO) were employed. Cox regression was used to calculate the hazard ratios (HRs) and the corresponding 95% confidence intervals (CIs). In both cohorts, patients who received RT exhibited a worse prognostic outcome than those who underwent RP. When stratified analysis was performed by tumor node metastasis (TNM) stage and age at diagnosis in the SEER cohort, the HR of RT versus RP for overall survival increased with TNM stage but decreased with age. Specifically, PCa patients in stage I in the age range of 55–84 years, stage IIA at 70–85+ years, and stage IIB at 75–85+ years had better survival with RT than RP patients (p < 0.05). In contrast, patients in stages IIA, IIB, III and IV with respective age ranges of 55–64 years; 50–74 years; 55–59, 65–74 years; and 45–74 years showed worse survival with RT compared with RP (p < 0.05). These findings were partially validated in the PLCO dataset. Our results indicated that the choice between RT and RP should be guided by TNM stage and age. These findings may facilitate counseling regarding the prognostic effect of RT and RP for PCa patients.