Testing the Addition of Lenalidomide and Nivolumab to the Usual Treatment for Primary CNS Lymphoma

Inclusion Criteria: * Histologically proven primary CNS diffuse large b-cell lymphoma confirmed by one of the following: * Brain biopsy or resection * Cerebrospinal fluid * Vitreous fluid * No prior organ transplantation to exclude post-transplant lymphoproliferative disorders * No prior chemotherapy or radiation therapy for lymphoma * No prior allogeneic stem cell transplantation * Use of systemic corticosteroids (dexamethasone up to 24 mg/day or equivalent) for disease control or improvement of performance status to be tapered as fast as clinically safe after initiation of therapy is permissible * Not pregnant and not nursing, because this study involves an investigational agent whose genotoxic, mutagenic and teratogenic effects on the developing fetus and newborn are unknown and an agent that has known genotoxic, mutagenic and teratogenic effects. Therefore, female of childbearing potential (FCBP) must have a negative serum or urine pregnancy test (minimum sensitivity 25 IU/L or equivalent units of human chorionic gonadotropin \[HCG\]) =\< 7 days prior to registration * Age \>= 18 years * Karnofsky performance scale (KPS) \>= 40 (\>= 50 for patients older than 60 unless related to lymphoma on investigator's opinion) * Absolute neutrophil count (ANC) \>= 1,500/mm\^3 * Platelet count \>= 100,000/mm\^3 * Calculated creatinine clearance \>= 50 mL/min by Cockcroft-Gault formula * Total Bilirubin =\< 1.5 x upper limit of normal (ULN) * Aspartate aminotransferase (AST) / …