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Advances in targeted and immunotherapies have been considerable in the last decade and have most certainly led to a significant improvement in survival for selected tumor entities. Especially in the case of malignant melanoma and non-small cell lung cancer, the introduction of the immune checkpoint blockade and of third generation tyrosine kinase inhibitors has revolutionized therapy and prognosis. The permeability of the blood-brain barrier for these substances could be demonstrated and an impact on brain metastases was therefore noticed. Understandably, approaches to exclusively employ systemic therapies for the treatment of brain metastases were undertaken. However, published data are still scarce, on average on no more than 100 patients, often previously irradiated, and with few prospective studies. In general, the reported overall response rate varies between 18 and 66%, which is insufficient when compared with the local tumor control offered by stereotactic radiation therapy. Moreover, data for solitary immunotherapy are only available for malignant melanoma in patients with asymptomatic brain metastases with no need for steroid use or intervention. A potential benefit could indeed be seen in the combination of immunotherapy and stereotactic radiation therapy or whole brain irradiation, leading to highest response and overall survival rates. Furthermore, immunotherapy as well as selected targeted therapies may temporarily allow delays in radiation therapy in particular cases, such as patients with asymptomatic brain metastases with high systemic tumor burden and urgent need of systemic treatment. In conclusion, radiation therapy remains mandatory for patients with brain metastases in spite of new systemic treatment modalities. A limited number of metastases should be treated by radiosurgery or stereotactic fractionated radiation therapy and whole brain radiotherapy should only be used if metastases are disseminated. The combination with immunotherapy is potentially beneficial in melanoma patients with asymptomatic brain metastases and high systemic tumor burden. In specific patients, immunotherapy or targeted therapy initiation before local cerebral treatment can be taken into consideration.