Primary mediastinal Classical Hodgkin lymphoma (CHL) is rare. Nodular sclerosis CHL (NS-CHL) is the most common subtype involving the anterior mediastinum and/or mediastinal lymph nodes. Primary thymic CHL is exceedingly rare. The disease typically affects young women and is asymptomatic in 30% to 50% of patients. Common symptoms include fatigue, chest pain, dyspnea and cough, but vary depending on the location and size of the tumor. B-symptoms develop in 30% of cases. By imaging, primary mediastinal CHL presents as mediastinal widening/mediastinal mass that does not invade adjacent organs but may compress vital structures as bulky disease. Histopathology is the gold standard for diagnosis. Primary mediastinal NS-CHL consists of nodules of polymorphous inflammatory cells surrounded by broad fibrous bands extending from a thickened lymph node capsule. The cellular nodules contain variable numbers of large Hodgkin/Reed-Sternberg cells, required for diagnosis. Primary thymic CHL may exhibit prominent cystic changes. The histopathologic recognition of NS-CHL can be challenging in cases with prominent fibrosis, scant cellularity, artifactual cell distortion, or an exuberant granulomatous reaction. The differential diagnosis includes primary mediastinal non-HLs, mediastinal germ cell tumors, thymoma, and metastatic carcinoma or melanoma to the mediastinum. Distinction from primary mediastinal non-HLs is crucial for adequate therapeutic decisions. Approximately 95% of patients with primary mediastinal CHL will be alive and free of disease at 10 years after treatment with short courses of combined chemoradiotherapy. In this review, we discuss the history, classification, epidemiology, clinicoradiologic features, histopathology, immunohistochemistry, differential diagnosis, and treatment of primary mediastinal CHL.