Abstract Molecular blood biomarkers are lacking for high‐grade (HG) gastroenteropancreatic (GEP) neuroendocrine neoplasms (NEN). To histologically distinguish between neuroendocrine carcinoma (NEC), neuroendocrine tumors G3 (NET G3), adenocarcinoma and MINEN is often challenging. The mRNA‐based NETest has diagnostic, prognostic and predictive value in neuroendocrine tumors G1‐2 but has not been studied in HG GEP‐NEN. Patients with advanced HG GEP‐NEN were prospectively included in an observational study. A blood sample was collected before the start of chemotherapy and pseudonymised before NETest was performed. NETest results are expressed as an activity index (NETest score) from 0 to 100. The normal score cut‐off is 20. Histological sections were pseudonymised before centralized pathological re‐evaluation. Samples from 60 patients were evaluable with the NETest. Main primary tumor sites were colon (14), rectum (12), pancreas (11) and esophagus (7). Re‐classification: 30 NEC, 12 NET G3, 3 HG‐NEN ambiguous morphology, 8 MiNEN, 3 adenocarcinomas with neuroendocrine differentiation (ADNE), 3 adenocarcinomas and 1 NET G2. Elevated NETest (>20) was seen in 38/45 (84%) HG GEP‐NEN, all 17 large‐cell NEC (100%), 11/13 (85%) small‐cell NEC, all ambiguous cases and 7/12 (64%) NET G3. NETest was elevated in 5/8 (63%) MiNEN, 2/3 ADNE, however not in 3 adenocarcinomas. Median survival was 10.2 months (9.6–10.8 95%CI) for evaluable HG GEP‐NEN treated with palliative chemotherapy ( n = 39), and survival was significantly shorter in patients with NETest >60 with an OS of only 6.5 months. This is the first study to evaluate use of the NETest in advanced HG GEP‐NEN. The NETest was almost always elevated in GEP‐NEC and in all large‐cell NEC. The NETest was also frequently elevated in NET G3 and MiNEN, however cases were limited. Baseline NETest was not predictive for benefit of chemotherapy, however a NETest >60 was prognostic with a shorter survival for patients receiving chemotherapy.