Confronted with brain metastases (BM), pathologists aim to rule out a primary central nervous system (CNS) tumor and to identify or verify the primary tumor site to guide the clinician to specific therapies. Apart from morphological features, ancillary immunohistochemical analysis is the most effective tool for characterizing a metastatic neoplasm of unknown origin. A limited array of antibodies is used, taking into account relevant clinical information and the known brain tropism of lung cancer, breast cancer and melanoma. Recently, targeted therapies have enriched the therapeutic arsenal, in particular for patients with non-small cell lung cancer or melanoma and for patients carrying molecular anomalies. These therapies can lead to a substantial tumor response, brain metastases included, which justifies rapid determination of a molecular profile. To combine different tools and provide timely results, good tumor sample management and careful attention at the pre-analytical phase are critical. Appropriate strategies for molecular and immunohistochemical analysis are needed to identify theranostic markers. This article aims to review the anatomopathological diagnostic approach for BM in the age of targeted therapies.