Primary central nervous system lymphoma (PCNSL) is a rare form of extranodal non-Hodgkin lymphoma that primarily arises in the brain, spinal cord, leptomeninges, and vitreoretinal compartment of the eye. The term is sometimes used interchangeably with primary central nervous system diffuse large B-cell lymphoma (PCNS DLBCL) because DLBCL comprises a great majority (90–95%) of PCNSL. Although rare, other types of lymphomas can be seen in the central nervous system (CNS), and familiarity with these entities will help their recognition and further workup in order to establish the diagnosis. The latter is especially important in the case of PCNSL where procurement of diagnostic specimen is often challenging and yields scant tissue. In this review, we will discuss the most common types of primary lymphomas that can be seen in the CNS with emphasis on the diagnostic histomorphologic, immunophenotypic, and molecular genetic features. The differential diagnostic approach to these cases and potential pitfalls will also be discussed.