Approximately 30% of lymphomas occur outside the lymph nodes, spleen, or bone marrow, and the incidence of extranodal lymphoma has been rising in the past decade. While traditional chemotherapy and radiation therapy can improve survival outcomes for certain patients, the prognosis for extranodal lymphoma patients remains unsatisfactory. Extranodal lymphomas in different anatomical sites often have distinct cellular origins, pathogenic mechanisms, and clinical manifestations, significantly influencing their diagnosis and treatment. Therefore, it is necessary to provide a comprehensive summary of the pathogenesis, diagnosis, and treatment progress of extranodal lymphoma overall and specifically for different anatomical sites. This review summarizes the current progress in the common key signaling pathways in the development of extranodal lymphomas and intervention therapy. Furthermore, it provides insights into the pathogenesis, diagnosis, and treatment strategies of common extranodal lymphomas, including gastric mucosa-associated lymphoid tissue (MALT) lymphoma, mycosis fungoides (MF), natural killer/T-cell lymphoma (nasal type, NKTCL-NT), and primary central nervous system lymphoma (PCNSL). Additionally, as PCNSL is one of the extranodal lymphomas with the worst prognosis, this review specifically summarizes prognostic indicators and discusses the challenges and opportunities related to its clinical applications. The aim of this review is to assist clinical physicians and researchers in understanding the current status of extranodal lymphomas, enabling them to make informed clinical decisions that contribute to improving patient prognosis.