The analysis of cerebrospinal fluid (CSF) remains a valuable diagnostic tool in the evaluation of inflammatory and infectious conditions involving the brain, spinal cord, and meninges. Since many rheumatic inflammatory diseases can involve the central and peripheral nervous system, the aims of this narrative review were to summarize the latest evidence on the use of CSF analysis in the field of neuropsychiatric manifestations of rheumatic diseases. Routine CSF parameters were taken into consideration for this review: appearance; total protein and cellular content (pleocytosis); lactate and/or glucose; CSF/serum albumin quotient; intrathecal synthesis of IgG. Data regarding the role of CSF analysis in the clinical management of neuropsychiatric systemic lupus erythematosus, primary Sjogren’s syndrome, rheumatoid arthritis, and Behçet’s syndrome are presented. Although no disease-specific picture has been identified, CSF analysis remains a useful diagnostic tool to confirm the presence of a neuro-inflammatory state or, conversely, to exclude the concomitant presence of other inflammatory/infectious diseases affecting the CNS in the context of systemic rheumatologic conditions.