The introduction of immune checkpoint inhibitors (ICI), as a novel treatment modality, has transformed the field of oncology with unprecedented successes. However, the efficacy of ICI for patients with glioblastoma or brain metastases (BMs) from any tumor type is under debate. Therefore, we systematically reviewed current literature on the use of ICI in patients with glioblastoma and BMs. Prospective and retrospective studies evaluating the efficacy and survival outcomes of ICI in patients with glioblastoma or BMs, and published between 2006 and November 2019, were considered. A total of 88 studies were identified ( = 8 in glioblastoma and = 80 in BMs). In glioblastoma, median progression-free (PFS) and overall survival (OS) of all studies were 2.1 and 7.3 months, respectively. In patients with BMs, intracranial responses have been reported in studies with melanoma and non-small-cell lung cancer (NSCLC). The median intracranial and total PFS in these studies were 2.7 and 3.0 months, respectively. The median OS in all studies for patients with brain BMs was 8.0 months. To date, ICI demonstrate limited efficacy in patients with glioblastoma or BMs. Future research should focus on increasing the local and systemic immunological responses in these patients.