The best therapeutic management in primary CNS lymphomas remains to be defined due to the small size and short follow-up of retrospective series, methodological pitfalls and limited number of prospective studies, and the paucity of randomized trials. This review focuses on the current therapeutic approaches, most commonly used drugs, role of intrathecal chemotherapy and indications for consolidation radiotherapy, providing recommendations for ordinary clinical practice. Some important therapeutic issues, such as the management of meningeal and intraocular lymphomas, as well as the relevance of salvage therapy as a playground for evaluation of new drugs, are also analyzed. Finally, the main open questions, as well as current and expected investigation trends are discussed.