High-dose chemotherapy followed by autologous stem cell transplantation has been shown to be feasible and highly effective in newly diagnosed primary central nervous system lymphoma. In this retrospective multicenter study, we investigated prognosis and baseline risk factors in patients with primary central nervous system lymphoma who underwent this treatment approach. We retrospectively analyzed 105 immunocompetent patients with primary central nervous system lymphoma who underwent high-dose chemotherapy followed by autologous stem cell transplantation with or without whole brain radiotherapy as first-line consolidation treated at 12 German centers between 1997 and 2011. We estimated survival rates and investigated the impact of age, performance status, serum lactate dehydrogenase level, and deep brain involvement on overall and progression-free survival. Patients were additionally categorized into three prognostic groups according to the Memorial Sloan Kettering Cancer Center prognostic model. After a median follow up of 47 months, median progression-free survival and overall survival was reached after 85 and 121 months; 2- and 5-year survival rates were 82% and 79%, respectively. The Memorial Sloan Kettering Cancer Center prognostic model did not predict survival. Only age revealed some evidence of prognostic relevance. Overall response rate was 95%; of those patients with progressive disease before high-dose chemotherapy, 7 of 20 achieved ongoing complete remission after therapy without whole brain radiation therapy. Transplantation-associated mortality was 2.8%. High-dose chemotherapy followed by autologous stem cell transplantation is a highly effective and safe treatment modality for selected primary central nervous system lymphoma patients. Superiority compared to standard chemotherapy still warrants further investigation.