Gastrointestinal stromal tumor (GIST) is the most common mesenchymal tumor of the gastrointestinal tract. In advanced setting and after progression to imatinib, the multi-targeted receptor tyrosine kinase inhibitor sunitinib has clearly demonstrated a clinical benefit in terms of response rate and progression-free survival with an acceptable toxicity profile. The recommended schedule for sunitinib administration is 50 mg per day 4 weeks ON and 2 weeks OFF; however, potential alternative schedules are also reviewed in the present article. Several biomarkers have been explored to better select candidates for sunitinib therapy, such as the value of early changes in standardized uptake value assessed by positron emission tomography with F-18-fluorodeoxyglucose, circulating biomarkers, clinical biomarkers such as the appearance of arterial hypertension during treatment that correlates with better outcomes, and the GIST genotype. GISTs with KIT mutations at exon 9 and the so-called wild-type GISTs seem to better respond to sunitinib. Nonetheless, further investigation is required to confirm these findings as well as to understand the mechanisms of sunitinib resistance such as the development of new KIT mutations or conformational changes in KIT receptor.