Abstract Background Recent advances in targeted therapy and immunotherapy have improved the prognosis of melanoma patients but brain metastasis remains a major challenge. Currently, it is unclear how existing therapies can be best used to prevent or treat brain metastasis in melanoma patients. Aims We aimed to assess brain metastasis free survival (BMFS), overall survival (OS), incidence of brain metastases, and sequencing strategies of immunotherapy and targeted therapy in patients with BRAF‐mutated advanced melanoma. Methods and results We retrospectively analyzed 683 patients with BRAF‐mutated advanced melanoma treated with first line (1L) immunotherapy (N = 266) or targeted therapy (N = 417). The primary outcome was BMFS. Secondary outcomes included OS of all patients and incidence of brain metastases in patients without documented brain metastases prior to 1L therapy. The median BMFS was 13.7 months [95% confidence interval (CI): 12.4–16.0] among all patients. The median BMFS for patients receiving 1L immunotherapy was 41.9 months [95% CI: 22.8–not reached (NR)] and targeted therapy was 11.0 months (95% CI: 8.8–12.5). Median OS results were qualitatively similar to BMFS results. The cumulative incidence of brain metastases for patients receiving 1L targeted therapy was higher than for patients receiving 1L immunotherapy (P