Coffee is one of the most widely consumed beverages worldwide. It is usually identified as a stimulant because of a high content of caffeine. However, caffeine is not the only coffee bioactive component. The coffee beverage is in fact a mixture of a number of bioactive compounds such as polyphenols, especially chlorogenic acids (in green beans) and caffeic acid (in roasted coffee beans), alkaloids (caffeine and trigonelline), and the diterpenes (cafestol and kahweol). Extensive research shows that coffee consumption appears to have beneficial effects on human health. Regular coffee intake may protect from many chronic disorders, including cardiovascular disease, type 2 diabetes, obesity, and some types of cancer. Importantly, coffee consumption seems to be also correlated with a decreased risk of developing some neurodegenerative conditions such as Alzheimer’s disease, Parkinson’s disease, and dementia. Regular coffee intake may also reduce the risk of stroke. The mechanism underlying these effects is, however, still poorly understood. This review summarizes the current knowledge on the neuroprotective potential of the main bioactive coffee components, i.e., caffeine, chlorogenic acid, caffeic acid, trigonelline, kahweol, and cafestol. Data from both in vitro and in vivo preclinical experiments, including their potential therapeutic applications, are reviewed and discussed. Epidemiological studies and clinical reports on this matter are also described. Moreover, potential molecular mechanism(s) by which coffee bioactive components may provide neuroprotection are reviewed.