Primary central nervous system lymphoma (PCNSL) and high-grade glioma (HGG) are distinct entities of the CNS with completely distinct treatments. The treatment of PCNSL is chemotherapy-based, while surgery is the first choice for HGG. However, the clinical features of the two entities often overlap, and a clear pathological diagnosis is important for subsequent management, especially for the management of PCNSL. Stereotactic biopsy is recognized as one of the minimally invasive alternatives for evaluating the involvement of the CNS. However, in the case of limited tissue materials, the differential diagnosis between the two entities is still difficult. In addition, some patients are too ill to tolerate a needle biopsy. Therefore, combining imaging, histopathology and laboratory examinations is essential in order to make a clear diagnosis as soon as possible. The present study reviews the progress of comparative research on both imaging and laboratory tests based on the pathophysiological changes of the two entities, and proposes an integrative and optimized diagnostic process, with the purpose of building a better understanding for neurologists, hematologists, radiologists and pathologists.