Brain metastases (BMs) cause morbidity and mortality in patients with non‐small cell lung cancer (NSCLC). The optimal management of epidermal growth factor receptor (EGFR)‐mutated NSCLC with BM is debatable. We aimed to investigate the impact of different treatments among patients with EGFR‐mutated NSCLC. A cohort of 2058 lung cancer patients with BM between 2013 and 2018 was retrospectively studied. A total of 571 patients with EGFR‐mutated NSCLC and BM were enrolled. All patients had received EGFR tyrosine kinase inhibitors (TKIs). Overall survival (OS) was measured from the diagnosis of BM to death or last follow‐up. With a median follow‐up of 35.2 months (95% confidence interval [CI], 31.8‐38.6), the median survival after BM was 21.3 months (95% CI, 19.0‐23.6). Osimertinib resulted in significantly superior survival after resistance to front‐line TKIs (P < 0.0035); the median OS reached 28.0 months (95% CI, 23.0‐32.9), and the T790M status showed no difference in clinical effectiveness (P = 0.386). The combination of TKIs and chemotherapy/vascular endothelial growth factor (VEGF) inhibitors (anti‐VEGF) tended to have longer OS (P = 0.271). Intracranial local radiotherapy significantly improved survival (P = 0.0008). In multivariable analysis, we noted that age, Karnofsky performance score, EGFR mutation type, number of BMs and the presence of extracranial metastasis were independent pretreatment prognostic factors. In conclusion, EGFR TKIs have a significant effect on patients with EGFR‐mutant BM, and the application of osimertinib further improves survival outcomes regardless of T790M status. Patients who undergo intracranial local therapy can achieve a survival benefit.