Central nervous system (CNS) metastasis will develop in 50% of small cell lung cancer (SCLC) patients throughout disease course. Development of CNS metastasis poses a particular treatment dilemma due to the accompanied cognitive changes, poor permeability of the blood-brain barrier to systemic therapy and relatively advanced state of disease. Survival of patients with untreated SCLC brain metastases is generally <3 months with whole brain radiotherapy used as first-line management in most SCLC patients. To prevent development of CNS metastasis prophylactic cranial irradiation (PCI) is recommended in limited stage disease, after response to chemotherapy and radiation, while PCI may be considered in extensive stage disease after favorable response to upfront treatment. Neurocognitive toxicity with whole brain radiotherapy and PCI is a concern and remains difficult to predict. The mechanism of toxicity is likely multifactorial, but a potential mechanism of injury to the hippocampus has led to hippocampal sparing radiation techniques. Treatment of established non-small cell lung cancer CNS metastases has increasingly focused on using stereotactic radiotherapy (SRS) and it is tempting to extrapolate these results to SCLC. In this review, we explore the evidence surrounding the prediction, prevention, detection, and treatment of CNS metastases in SCLC. We further review whether existing evidence supports extrapolating less toxic treatments to SCLC patients with CNS metastases and discuss trials that may shed more light on this question.