Glioblastoma multiforme (GBM) and primary central nervous system lymphoma (PCNSL) are malignant cerebral neoplasms associated with poor prognosis. Early diagnosis and subsequent planning of adequate treatment strategy are relevant to improve survival and reduce neurological deficit. Two groups of patients affected by GBM and PCNSL were compared to identify: (1) factors influencing the time necessary to obtain a correct diagnosis; (2) the influence of the interval time from clinical onset to diagnosis on the prognosis. Fifty-six patients (28 PCNSL and 28 GBM, 23 females and 33 males) referred to the same hospital setting were retrospectively evaluated. The mean age at diagnosis was 61 years. The two groups were comparable in terms of age, sex, clinical symptoms at onset and performance status. There was no relevant difference in time span from clinical onset to first neuroimaging examination, while time span from first neuroimaging to final morphological diagnosis was much longer in PCNSL patients (p = 0.008). Multivariate Cox regression analysis, including both PCNSL and GBM cases, showed a significant association of the overall survival with: time to diagnosis (HR 0.06), age at onset (HR 1.04). Our results show a significant diagnostic delay in PCNSL cases. Age at onset of disease and time to diagnosis emerge as clinical factors affecting overall survival in both groups. Stereotactic-guided biopsy should be chosen as routine method to early diagnose PCNSL. The clinical relevance of early diagnosis in GBM and PCNSL needs to be emphasized to maximize the overall survival in both neoplasms.