SummaryMarginal zone lymphoma (MZL) is the most common indolent lymphoma primarily arising in the central nervous system (CNS). To date, 207 cases of primary CNS MZL (PCNSMZL) were published, mostly as single case reports or small case series. It most commonly presents as extra‐axial dural‐based masses, more frequently in middle‐aged women, displaying an insidious onset, with a long history of symptoms preceding the diagnosis. PCNSMZL can be radiographically mistaken for meningioma. PCNSMZL consists of CD20+, CD3− small B lymphocytes with varying degrees of plasmacytic differentiation and low proliferation index. Trisomy 3, but not MALT1 or IgH translocation, is a common genetic abnormality. Other recurrent genetic abnormalities involve TNFAIP3 and NOTCH2. Ethiopathogenesis was poorly investigated. Due to its rarity, standard of care remains to be defined; it exhibits an excellent prognosis after varied treatments, such as surgery, radiotherapy, chemotherapy or their combinations. Nevertheless, each treatment should be considered after an accurate analysis of overtreatment risk. Short follow‐up is a major limitation in reported PCNSMZL cases, which restrains our knowledge on long‐term results and iatrogenic sequels. This review was focussed on presentation, differential diagnoses, pathological findings, treatment options and clinical outcomes of PCNSMZL; recommendations for best clinical practice are provided.