We investigated the diagnostic capacity of selected circulating biomarkers (CBMs) for the early detection of bone metastasis (BMets) in patients with pancreatic neuroendocrine neoplasms (PanNENs). 115 patients with PanNENs and 40 controls were enrolled. We measured the serum levels of ferritin, cytokeratin 18 (CY18), CA19-9, CA125, AFP, CEA, and beta-2 microglobulin (B2M). 8 PanNENs patients developed BMets, and 107 remained BMets-free. We observed a significantly higher level of CA125 and CY18 in BM-PanNENs patients vs. non-BM-PanNENs patients (p = 0.01 and p = 0.04, respectively). CA125, CY18, and B2M area under receiver operator characteristic (AUROC) analyses differentiated BM-PanNENs from non-BM-PanNENs patients; CA125 area under the curve (AUC) 0.77, p < 0.01; CY18 AUC data were 0.72, p = 0.03, and B2M AUC 0.67, p = 0.02. Based on CBMs metrics in both subgroups, we reached a sensitivity/specificity for CA125 of 75/76%; for CY18 of 75/69%, for B2M of 100/50%, for CA125 and CY18 combination 93/90%, respectively. The useful CBMs for BM-PanNENs patients detection were CA125, CY18, and B2M. They seem to have the diagnostic capacity as a fair single biomarker and CA125&CY18 combination panel for the detection of BMets.