Stroke following transcatheter aortic valve replacement (TAVR) is a significant and life-threatening adverse event. The vast majority of these incidents occur during the TAVR procedure or within the first 24 h following TAVR, with a notable prevalence of cerebral embolic events. In response to this concern, cerebral embolic protection devices (CEPDs) have been designed to mitigate the risk of peri-procedural ischemic stroke during TAVR. The primary objective of CEPDs is to diminish the intraprocedural burden associated with new silent ischemic brain injuries. Despite the development of several CEPDs, their clinical efficacy remains uncertain. In this review, we delve into a comprehensive analysis of the utilization of CEPDs in patients undergoing TAVR, exploring insights from the existing literature. Additionally, we aim to present future perspectives and discuss the clinical implications associated with the incorporation of CEPDs in TAVR procedures.