Primary central nervous system lymphoma (PCNSL) is a rare and highly aggressive extranodal type of non-Hodgkin lymphoma. After the introduction and widespread use of high-dose-methotrexate (HD-MTX)-based polychemotherapy, treatment responses of PCNSL have been improved. However, long-term prognosis for patients who have failed first-line therapy and relapsed remains poor. Less invasive diagnostic markers, including the circulating tumor DNAs (ctDNAs), microRNAs, metabolomic markers, and other novel biomarkers, such as a proliferation inducing ligand (APRIL) and B-cell activating factor of the TNF family (BAFF), have shown potential to distinguish PCNSL at an early stage, and some of them are related with prognosis to a certain extent. Recent insights into novel therapies, including Bruton tyrosine kinase (BTK) inhibitors, immunomodulatory drugs, immune checkpoint inhibitors, PI3K/mTOR inhibitors, and chimeric antigen receptor (CAR) T cells, have revealed encouraging efficacy in treatment response, whereas the duration of response and long-term survival of patients with relapsed or refractory PCNSL (r/r PCNSL) need further improvement. In addition, the diagnostic efficiency of novel markers and the antitumor efficacy of novel therapies are needed to be assessed further in larger clinical trials. This review provides an overview of recent research on novel diagnostic markers and therapeutic strategies for PCNSL.