Diagnosing central nervous system (CNS) lymphoma remains a challenge. Most patients have to undergo brain biopsy to obtain tissue for diagnosis, with associated risks of serious complications. Diagnostic markers in blood or cerebrospinal fluid (CSF) could facilitate early diagnosis with low complication rates. We performed a systematic literature search for studies on markers in blood or cerebrospinal fluid for the diagnosis CNS lymphoma and assessed the methodological quality of studies with the Quality Assessment of Diagnostic Accuracy Studies tool (QUADAS-2). We evaluated diagnostic value of the markers at a given threshold, as well as differences between mean or median levels in patients versus control groups. Twenty-five studies were included, reporting diagnostic value for 18 markers in CSF (microRNAs -21, -19b, and -92a, RNU2-1f, CXCL13, interleukins -6, -8, and -10, soluble interleukin-2-receptor, soluble CD19, soluble CD27, tumour necrosis factor-alfa, beta-2-microglobulin, antithrombin III, soluble transmembrane activator and calcium modulator and cyclophilin ligand interactor, soluble B cell maturation antigen, neopterin and osteopontin) and three markers in blood (microRNA-21 soluble CD27, and beta-2-microglobulin). All studies were at considerable risk of bias and there were concerns regarding the applicability of 15 studies. CXCL-13, beta-2-microglobulin and neopterin have the highest potential in diagnosing CNS lymphoma, but further study is still needed before they can be used in clinical practice.