Brain metastasis is an incurable end-stage of systemic cancer associated with poor prognosis, and its incidence is increasing. Brain metastasis occurs through a multi-step cascade where cancer cells spread from the primary tumor site to the brain. The extravasation of tumor cells through the blood–brain barrier (BBB) is a critical step in brain metastasis. During extravasation, circulating cancer cells roll along the brain endothelium (BE), adhere to it, then induce alterations in the endothelial barrier to transmigrate through the BBB and enter the brain. Rolling and adhesion are generally mediated by selectins and adhesion molecules induced by inflammatory mediators, while alterations in the endothelial barrier are mediated by proteolytic enzymes, including matrix metalloproteinase, and the transmigration step mediated by factors, including chemokines. However, the molecular mechanisms mediating extravasation are not yet fully understood. A better understanding of these mechanisms is essential as it may serve as the basis for the development of therapeutic strategies for the prevention or treatment of brain metastases. In this review, we summarize the molecular events that occur during the extravasation of cancer cells through the blood–brain barrier in three types of cancer most likely to develop brain metastasis: breast cancer, melanoma, and lung cancer. Common molecular mechanisms driving extravasation in these different tumors are discussed.