The IceCube, Pierre Auger and Telescope Array Collaborations have recently reported results on neutral particles (neutrons, photons and neutrinos) which complement the measurements on charged primary cosmic rays at ultra-high energy. The complementarity between these messengers and between their detections are outlined. The current status of their search is reviewed and a cross-correlation analysis between the available results is performed. The expectations for photon and neutrino detections in the near future are also presented.