Stroke is one feared complication after transcatheter aortic valve replacement (TAVR). It affects the prognosis of TAVR, leading to a decline in the survival rate and quality of life of patients, while increasing the economic burden of patients. In recent years, a variety of cerebral embolic protection devices have been used to reduce the incidence of stroke during TAVR and improve the prognosis, some of which have been approved for clinical use. However, there are many controversies about their safety and effectiveness. This article reviews the definitions, short-term and long-term incidences, and risk factors of TAVR-related stroke, and elaborates on recent large-scale studies of different cerebral embolic protection devices.