Stroke remains a devastating complication of transcatheter aortic valve replacement (TAVR), with the incidence of clinically apparent stroke seemingly fixed at around 3% despite TAVR's significant evolution during the past decade. Embolic showers of debris (calcium, atheroma, valve material, foreign material) are captured in the majority of patients who have TAVR using a filter-based cerebral embolic protection device (CEPD). Additionally, in systematic brain imaging studies, the majority of patients receiving TAVR exhibit new cerebral lesions. Mechanistic studies have shown reductions in the volume of new cerebral lesions using CEPDs, yet the first randomised trial powered for periprocedural stroke within 72 hours of a transfemoral TAVR failed to meet its primary endpoint of showing superiority of the SENTINEL CEPD. The present review summarises the clinicopathological rationale for the development of CEPDs, the evidence behind these devices to date and the emerging recognition of cerebral embolisation in many non-TAVR transcatheter procedures. Given the uniqueness of each of the various CEPDs under development, specific trials tailored to their designs will need to be undertaken to broaden the CEPD field, in addition to evaluating the role of CEPD in non-TAVR transcatheter heart interventions. Importantly, the cost-effectiveness of these devices will require assessment to broaden the adoption of CEPDs globally.