The approval and use of molecular targeted agents for the first-line treatment of metastatic renal cell carcinoma (mRCC) has substantially improved the clinical outcome of patients. Although eventually all patients progress, hopes have been renewed with the approval of everolimus for patients who progress on or after treatment with tyrosine kinase inhibitors. In order to improve the prognosis for these patients, it is imperative to understand the reasons why patients with mRCC fail on first-line treatment. Currently, progression is assessed on the basis of the Response Evaluation Criteria in Solid Tumors, but it is known that targeted agents tend to cause disease stabilization rather than a significant decrease in tumor mass. Therefore, it may be time to evaluate the need to incorporate additional diagnostic methods in the assessment of disease response. Equally important is the study of the factors that determine the success or failure of second-line therapy in order to increase the chances of delivering the most effective and personalized therapy possible. In this article, we review the evidence related to the evaluation of patients with mRCC who fail on first-line treatment with targeted agents, including the systems to assess response and progression, the prognostic factors, the prognostic models that have been created based on these factors, and what is known about predictive biomarkers of disease outcome.