Primary central nervous system lymphomas (PCNSL) are a rare and aggressive form of extranodal lymphomas. Despite significant changes in therapy approaches, the prognosis for this disease remains unfavorable. The use of combined immunochemotherapy regimens based on high-dose methotrexate and/or cytarabine is currently a standard induction therapy, while high-dose consolidation using thiotepa-based conditioning regimens followed by autologous hematopoietic stem cell transplantation (auto-HSCT) ensures the elimination of a residual tumor clone and substantially increases survival. Maintenance therapy for elderly and comorbid patients who are not candidates for auto-HSCT is the optimal strategy to increase the frequency and duration of a response and to reduce the risk of toxic complications. A more detailed understanding of the pathogenesis and molecular features of PCLNSL will improve treatment outcomes in both patients with primary lymphomas and those with their relapses and/or refractory forms. Bruton’s tyrosine kinase inhibitors and PI3K/mTOR signaling pathway ones, immunomodulatory drugs, and checkpoint inhibitors are a promising area that is the topic of recent clinical trials.