Malignant gliomas are undifferentiated or anaplastic gliomas. They remain incurable with a multitude of modalities, including surgery, radiation, chemotherapy, and alternating electric field therapy. Convection-enhanced delivery (CED) is a local treatment that can bypass the blood-brain barrier and increase the tumor uptake of therapeutic agents, while decreasing exposure to healthy tissues. Considering the multiple choices of drugs with different antitumor mechanisms, the supra-additive effect of concomitant radiation and chemotherapy, CED appears as a promising modality for the treatment of brain tumors. In this review, the CED-related toxicities are summarized and classified into immediate, early, and late side effects based on the time of onset, and local and systemic toxicities based on the location of toxicity. The efficacies of CED of various therapeutic agents including targeted antitumor agents, chemotherapeutic agents, radioisotopes, and immunomodulators are covered. The phase III trial PRECISE compares CED of IL13-PE38QQR, an interleukin-13 conjugated to Pseudomonas aeruginosa exotoxin A, to Gliadel® Wafer, a polymer loaded with carmustine. However, in this case, CED had no significant median survival improvement (11.3 months vs. 10 months) in patients with recurrent glioblastomas. In phase II studies, CED of recombinant poliovirus (PVSRIPO) had an overall survival of 21% vs. 14% for the control group at 24 months, and 21% vs. 4% at 36 months. CED of Tf-diphtheria toxin had a response rate of 35% in recurrent malignant gliomas patients. On the other hand, the TGF-β2 inhibitor Trabedersen, HSV-1-tk ganciclovir, and radioisotope 131I-chTNT-1/B mAb had a limited response rate. With this treatment, patients who received CED of the chemotherapeutic agent paclitaxel and immunomodulator, oligodeoxynucleotides containing CpG motifs (CpG-ODN), experienced intolerable toxicity. Toward the end of this article, an ideal CED treatment procedure is proposed and the methods for quality assurance of the CED procedure are discussed.