Oncological treatment is becoming increasingly effective, but also more complex, and is associated with serious side effects that may affect the nervous system. The article aims to highlight and summarise the complications related to the most common treatment modalities for ovarian, lung, and breast cancers. A comprehensive search was conducted using the PubMed, Scopus, and Web of Science databases, to identify English-language articles in accordance with the Preferred Reporting Items for Systematic reviews and Meta-Analyses (PRISMA) recommendations. A total of 78 articles were included in the analysis. In ovarian cancer, surgery was found to be associated with complications such as stroke and delirium. Adjuvant chemotherapy mainly includes platinum compounds (carboplatin or cisplatin) and taxanes (paclitaxel or docetaxel), which commonly induce neuropathy. Neoadjuvant chemotherapy, including poly (ADP-ribose) polymerase (PARP) inhibitors, causes relatively mild neurological complications such as headache and insomnia. Radiotherapy for lung cancers may result in headache, nausea, vomiting, drowsiness, fatigue, cognitive impairment, and leukoencephalopathy or radiation necrosis of the spinal cord. Platinum compounds and taxanes cause chemotherapy-induced peripheral neuropathy, whereas PD-1 inhibitors may lead to immune-related neurological toxicity. The main complications of breast cancer therapy include chemotherapy-induced peripheral neuropathy, cognitive impairment, stroke, encephalopathy, chronic pain, and brachial plexopathy. Many mechanisms underlying neurotoxicity have not yet been fully elucidated, and knowledge regarding the short- and long-term complications affecting the nervous system still requires further development.