Diffuse large B-cell lymphoma (DLBCL) with extra nodal skeletal involvement is rare. It is currently unclear whether these lymphomas should be treated in the same manner as those without skeletal involvement. We retrospectively analyzed the impact of combining high-dose methotrexate (HD-MTX) with an anthracycline-based regimen and rituximab as first-line treatment in a cohort of 93 patients with DLBCL and skeletal involvement with long follow-up. Fifty patients (54%) received upfront HD-MTX for prophylaxis of CNS recurrence (high IPI score and/or epidural involvement) or because of skeletal involvement. After adjusting for age, ECOG, high LDH levels, and type of skeletal involvement, HD-MTX was associated with an improved PFS and OS (HR: 0.2, 95% CI: 0.1–0.3, p < 0.001 and HR: 0.1, 95% CI: 0.04–0.3, p < 0.001, respectively). Patients who received HD-MTX had significantly better 5-year PFS and OS (77% vs. 39%, p <0.001 and 83 vs. 58%, p < 0.001). Radiotherapy was associated with an improved 5-year PFS (74 vs. 48%, p = 0.02), whereas 5-year OS was not significantly different (79% vs. 66%, p = 0.09). A landmark analysis showed that autologous stem cell transplantation was not associated with improved PFS or OS. The combination of high-dose methotrexate and an anthracycline-based immunochemotherapy is associated with an improved outcome in patients with DLBCL and skeletal involvement and should be confirmed in prospective trials.