The incidence of brain metastases has been increasing constantly for the last 20 years, because of better control of metastases outside the brain, and the failure of most drugs to cross the blood-brain barrier at relevant pharmacological concentrations. Recent advances in the molecular biology of cancer have led to the identification of numerous molecular alterations, some of them targetable with the development of specific targeted therapies, including tyrosine kinase inhibitors. In this narrative review, we set out to describe the state-of-the-art in the use of tyrosine kinase inhibitors for the treatment of melanoma, lung cancer, and breast cancer brain metastases. We also report preclinical and clinical pharmacological data on brain exposure to tyrosine kinase inhibitors after oral administration and describe the most recent advances liable to facilitate their penetration of the blood-brain barrier at relevant concentrations and limit their physiological efflux.