Melanoma is the most serious type of skin cancer that frequently spreads to other organs of the human body. Especially melanoma metastases to the brain (intracranial metastases) are hard to treat and a major cause of death of melanoma patients. Little is known about molecular alterations and altered mechanisms that distinguish intra- from extracranial melanoma metastases. So far, almost all existing studies compared intracranial metastases from one set of patients to extracranial metastases of an another set of melanoma patients. This neglects the important facts that each melanoma is highly individual and that intra- and extracranial melanoma metastases from the same patient are more similar to each other than to melanoma metastases from other patients in the same organ. To overcome this, we compared the gene expression profiles of 16 intracranial metastases to their corresponding 21 patient-matched extracranial metastases in a personalized way using a three-state Hidden Markov Model (HMM) to identify altered genes for each individual metastasis pair. This enabled three major findings by considering the predicted gene expression alterations across all patients: (i) most frequently altered pathways include cytokine-receptor interaction, calcium signaling, ECM-receptor interaction, cAMP signaling, Jak-STAT and PI3K/Akt signaling, (ii) immune-relevant signaling pathway genes were downregulated in intracranial metastases, and (iii) intracranial metastases were associated with a brain-like phenotype gene expression program. Further, the integration of all differentially expressed genes across the patient-matched melanoma metastasis pairs led to a set of 103 genes that were consistently down- or up-regulated in at least 11 of the 16 of the patients. This set of genes contained many genes involved in the regulation of immune responses, cell growth, cellular signaling and transport processes. An analysis of these genes in the TCGA melanoma cohort showed that the expression behavior of 11 genes was significantly associated with survival. Moreover, a comparison of the 103 genes to three closely related melanoma metastasis studies revealed a core set of eight genes that were consistently down- or upregulated in intra- compared to extracranial metastases in at least two of the three related studies (down: CILP, DPT, FGF7, LAMP3, MEOX2, TMEM119; up: GLDN, PMP2) including FGF7 that was also significantly associated with survival. Our findings contribute to a better characterization of genes and pathways that distinguish intra- from extracranial melanoma metastasis and provide important hints for future experimental studies to identify potential targets for new therapeutic approaches.