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Objective: To retrospectively analyze the effects of different treatments on cognitive functioning, anxiety, and depression in patients with primary central nervous system lymphoma (PCNSL). Methods: A comprehensive literature search was conducted in multiple databases including the Cochrane Library, CINAHL, PubMed, Web of Science, EMBASE, Sino Med, Wei Pu, Wan Fang, CNKI, and Google Scholar. The search included studies published through June 20, 2023, focusing on cognitive function, anxiety, and depression in adult patients newly diagnosed with PCNSL. Various measurement tools and scales were used to assess the primary outcomes. Descriptive systematic reviews were conducted to integrate the literature and summarize the effects of different treatment modalities on cognitive functioning, anxiety, and depression in PCNSL patients. This review was registered with PROSPERO (CRD42022370250). Results: A total of 43 studies were included. Induction chemotherapy was associated with improved cognitive function and reduced anxiety and depression in the majority of patients. Whole-brain radiotherapy (WBRT) was found to lead to cognitive impairment, particularly in executive, attention, memory, and motor function. Low-dose WBRT, autologous stem cell transplantation (ASCT), and blood-brain barrier disruption (BBBD) treatments did not result in significant cognitive impairment. Anxiety and depression were observed to decrease over the long term. Conclusions: Overall, the cognitive functioning, anxiety, and depression of patients with PCNSL can be improved with appropriate treatments. However, patients treated with WBRT are at a higher risk of cognitive decline compared to those receiving other treatment modalities. Therefore, special attention should be given to patients undergoing WBRT, and a comprehensive analysis should be conducted to reduce neurotoxicity and address early cognitive problems in these patients. [ABSTRACT FROM AUTHOR]