This paper describes five questions of some interest for the density functional theory in nuclear physics. These are, respectively, (i) the need for concave functionals, (ii) the nature of the Kohn-Sham potential for the radial density theory, (iii) a proper implementation of a density functional for an 'intrinsic' rotational density, (iv) the possible existence of a potential driving the square root of the density and (v) the existence of many models where a density functional can be explicitly constructed.