Pulmonary lymphomas are rare. With the current less invasive approaches used to obtain material for diagnosis, the diagnosis of pulmonary lymphoma is now frequently established in a small biopsy rather than in a resection. Therefore, the diagnosis has become more challenging and requires correlation with the clinico-radiologic presentation and with ancillary studies (immunohistochemistry, flow cytometry, cytogenetics, and/or molecular analysis). Due to the rarity of pulmonary lymphomas, clinical suspicion of a lymphomatous process is low at initial presentation, and material may be only submitted for histopathology. For this reason, herein, we provide recommendations to arrive at the correct diagnosis of the most common lung B-cell lymphomas (marginal zone lymphoma of mucosa-associated lymphoid tissue, diffuse large B-cell lymphoma, intravascular large B-cell lymphoma, lymphomatoid granulomatosis) in the setting of small biopsies, utilizing only immunohistochemistry. The differential diagnosis varies according to the lymphoma subtype and includes reactive conditions, solid tumors, and other hematolymphoid malignancies. Although morphology and immunohistochemistry may be sufficient to establish a diagnosis, in some cases, the best recommendation is to obtain additional tissue via a VATS biopsy/wedge resection with material submitted for flow cytometry, cytogenetics, and/or molecular studies to be able to properly classify a pulmonary lymphoid process.