Central nervous system (CNS) involvement with diffuse large B-cell lymphoma (DLBCL) is a relatively uncommon manifestation; with most cases of CNS involvement occuring during relapse after primary therapy. CNS dissemination typically occurs early in the disease course and is most likely present subclinically at the time of diagnosis in many patients who later relapse in the CNS. CNS relapse in these patients is associated with poor outcomes. Based on a CNS relapse rate of 5% in DLBCL and weighing the benefits against the toxicities, universal application of CNS prophylaxis is not justified. The introduction of rituximab has significantly reduced the incidence of CNS relapse in DLBCL. Different studies have employed other agents for CNS prophylaxis, such as intrathecal chemotherapy and high-dose systemic agents with sufficient CNS penetration. If CNS prophylaxis is to be given, it should be preferably administered during primary chemotherapy. However, there is no strong evidence that supports any single approach for CNS prophylaxis. In this review, we outline different strategies of administering CNS prophylaxis in DLBCL patients reported in literature and discuss their advantages and drawbacks.