Treatments for central nervous system diseases with therapeutic antibodies have been increasingly investigated over the last decades, leading to some approved monoclonal antibodies for brain disease therapies. The detection of biomarkers for diagnosis purposes with non-invasive antibody-based imaging approaches has also been explored in brain cancers. However, antibodies generally display a low capability of reaching the brain, as they do not efficiently cross the blood−brain barrier. As an alternative, recent studies have focused on single-domain antibodies (sdAbs) that correspond to the antigen-binding fragment. While some reports indicate that the brain uptake of these small antibodies is still low, the number of studies reporting brain-penetrating sdAbs is increasing. In this review, we provide an overview of methods used to assess or evaluate brain penetration of sdAbs and discuss the pros and cons that could affect the identification of brain-penetrating sdAbs of therapeutic or diagnostic interest.