Transcatheter aortic valve replacement (TAVR) has been a revolutionary therapy in the treatment of aortic valve stenosis. The risk of stroke associated with TAVR has decreased significantly since its introduction; however, it remains a devastating complication when it does occur. Many of the strokes associated with TAVR occur peri-procedurally and are thought to be due to embolic debris entering the cerebrovascular circulation. A number of different cerebral embolic protection devices (CEPD) have been developed and are in various stages of testing and use. The results from clinical trials evaluating the role for CEPD to reduce the risk of stroke have been mixed. As a result, their uptake has been very heterogeneous. This review provides a summary of the diverse CEPD devices available for use and outlines the clinical evidence available to date.