This review discusses the topic of prevention of brain metastases from the most frequent solid tumor types, i.e., lung cancer, breast cancer and melanoma. Within each tumor type, the risk of brain metastasis is related to disease status and molecular subtype (i.e., EGFR-mutant non-small cell lung cancer, HER2-positive and triple-negative breast cancer, BRAF and NRAF-mutant melanoma). Prophylactic cranial irradiation is the standard of care in patients in small cell lung cancer responsive to chemotherapy but at the price of late neurocognitive decline. More recently, several molecular agents with the capability to target molecular alterations driving tumor growth have proven as effective in the prevention of secondary relapse into the brain in clinical trials. This is the case for EGFR-mutant or ALK-rearranged non-small cell lung cancer inhibitors, tucatinib and trastuzumab–deruxtecan for HER2-positive breast cancer and BRAF inhibitors for melanoma. The need for screening with an MRI in asymptomatic patients at risk of brain metastases is emphasized.