Brain metastases are not only the most common intracranial neoplasm in adults but also very prevalent in patients with lung cancer. Patients have been grouped into different classes based on the presence of prognostic factors such as control of the primary tumor, functional performance status, age, and number of brain metastases. Patients with good prognosis may benefit from more aggressive treatment because of the potential for prolonged survival for some of them. In this review, we will comprehensively discuss the therapeutic options for treating brain metastases, which arise mostly from a lung cancer primary. In particular, we will focus on the patient selection for combined modality treatment of brain metastases, such as surgical resection or stereotactic radiosurgery (SRS) combined with whole brain irradiation; the use of radiosensitizers; and the neurocognitive deficits after whole brain irradiation with or without SRS. The benefit of prophylactic cranial irradiation (PCI) and its potentially associated neuro-toxicity for both small cell lung cancer (SCLC) and non-small cell lung cancer (NSCLC) are also discussed, along with the combined treatment of intrathoracic primary disease and solitary brain metastasis. The roles of SRS to the surgical bed, fractionated stereotactic radiotherapy, WBRT with an integrated boost to the gross brain metastases, as well as combining WBRT with epidermal growth factor receptor (EGFR) inhibitors, are explored as well.