Abstract There is limited understanding of the inter‐compartmental progression and treatment outcomes of primary central nervous system lymphoma (PCNSL). In this multicenter retrospective cohort study on 234 patients with PCNSL (median age: 62.5 years [18–92]; median follow‐up 35 months [0.1–237.0]) from 2000 till 2018 were divided into group 1 (ocular, 44 patients): 1A and 1B without and with CNS progression and group 2 (CNS, 190 patients): 2A and 2B without and with ocular progression, respectively. In group 1 (44 patients), 33 patients received local treatment, and 11 patients received systemic treatment. In group 2 (15 patients), six patients received combination treatment, while seven patients received only systemic treatment. A complete response was observed in 19 (43%) and 91 (48%) patients in groups 1 and 2, respectively. The 2‐year progression‐free survival (PFS) was 35% (95% CI: 0.23, 0.54) and 56% (95% CI: 0.49, 0.63) for groups 1 and 2, respectively (p < 0.0001). Age < 60 years was significantly associated with longer PFS (median PFS 48 vs. 24 months, p = 0.01). The overall survival (OS) at 2‐year was similar among groups 1 and 2 (83% and 67%), respectively (p = 0.06). Thus, Initial compartment of involvement does not influence local response rate or OS.