Background: Stroke associated with transcatheter aortic valve replacement (TAVR) is a potentially devastating complication. Until recently, the Sentinel™ Cerebral Protection System (CPS; Boston Scientific, Marlborough, MA, USA) has been the only commercially available device for mechanical prevention of TAVR-related stroke. However, its effectiveness is still undetermined. Objectives: To explore the impact of Sentinel™ on stroke rate, length of hospital stay (LOS), and twelve-month mortality in a single-center, real-world, all-comers TAVR cohort. Material and Methods: Between January 2019 and August 2020 consecutive patients were assigned to TAVR with or without Sentinel™ in a 1:1 fashion according to the treating operator. We defined as primary endpoint clinically detectable cerebrovascular events within 72 h after TAVR and as secondary endpoints LOS and 12-month mortality. Logistic and linear regression analyses were used to assess associations of Sentinel™ use with endpoints. Results: Of 411 patients (80 ± 7 y/o, 47.4% female, EuroSCORE II 6.3 ± 5.9%), Sentinel™ was used in 213 (51.8%), with both filters correctly deployed in 189 (46.0%). Twenty (4.9%) cerebrovascular events were recorded, ten (2.4%) of which were disabling strokes. Patients with Sentinel™ suffered 71% less (univariate analysis; OR 0.29, 95%CI 0.11–0.82; p = 0.02) and, respectively, 76% less (multivariate analysis; OR 0.24, 95%CI 0.08–0.76; p = 0.02) cerebrovascular events compared to patients without Sentinel™. Sentinel™ use was also significantly associated with shorter LOS (Regression coefficient −2.47, 95%CI −4.08, −0.87; p < 0.01) and lower 12-month all-cause mortality (OR 0.45; 95%CI 0.22–0.93; p = 0.03). Conclusion: In the present prospective all-comers TAVR cohort, patients with Sentinel™ use showed (1) lower rates of cerebrovascular events, (2) shortened LOS, and (3) improved 12-month survival. These data promote the use of a CPS when implanting TAVR valves.