Background: Brain metastasis is associated with considerable morbidity and mortality. Limited systemic therapeutic options were available pre-immunotherapy era for CNS metastasis. However, with the advancement of therapeutics development and understanding of tumor immunology, the role of immunotherapy, particularly checkpoint inhibitors, has expanded and demonstrated optimistic results in multiple studies, notably in metastatic non-small cell lung cancer, small cell lung cancer, and melanoma. This study aims to investigate the efficacy of checkpoint inhibitors on the progression-free survival of patients with CNS metastasis in NSCLC, SCLC, and melanoma. Methods: A retrospective IRB-approved single institute study was conducted on 18 years or older patients with the diagnosis of NSCLC, SCLC, and melanoma who received chemotherapy-only (CT) from January 1, 2014 to December 31, 2017 versus immunotherapy-only (IO) from January 1, 2018 to December 31, 2021. Study parameters included the first diagnosis of CNS metastasis till the subsequent progression, evidenced by imaging studies for progression-free survival (PFS), and the last clinical records for survival month. Mann-Whitney test was performed via software R to identify if there was a difference in the median between the two groups for each response. Results: A total of 66 patient charts, consisting of 30 CT and 36 IO, were evaluated. The median PFS for CT and IO are 3.5 and 7.5 months, respectively. There is a statistical significance that the median PFS for the IO is greater than the CT group (p = 0.0005065, 95% CI [1-7]). The median survival month for the CT and IO are 6 and 9.5 months, respectively. Statistical evidence shows that the median survival for the IO is greater than the CT group (p = 0.0117, 95% CI [0.000075-10]). When the data is extrapolated for the survival analysis with the minimum sample size of 75 for each group, the survival time for CT and IO are 8 and 16 months, respectively (p = 0.008, test statistic 6.9) based on a log-rank test for PFS; the survival time for CT and IO are 13 and 23 months respectively (p = 0.02, test statistics 5.6) based on a log-rank test for survival month. Conclusions: Our retrospective single institutional study supported by statistical evidence provides an additional opportunity to understand better clinical implications of immunotherapy in improved CNS disease control and potentially improved survival months, at least in metastatic NSCLC, SCLC, and melanoma, similar to that of already observed efficacy in extracranial metastasis. In clinical practice, a significant gain in PFS will likely result in improved overall survival with preserved quality of life due to the ability to control CNS metastatic disease with systemic immunotherapy beyond palliative radiation.