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Background/Objective: Advances in intensive care medicine have substantially improved the survival of critically ill patients; however, they have also revealed the growing burden of neurological complications that affect both short-term outcomes and long-term functioning. Neurological complications in the intensive care unit (ICU) include a wide spectrum of disorders, ranging from acute brain dysfunction such as delirium, coma, and encephalopathy to persistent cognitive impairment after discharge, which represents a key component of Post-Intensive Care Syndrome (PICS). Delirium affects approximately one-third of ICU patients and is independently associated with increased mortality, prolonged hospitalization, and worse long-term neurocognitive outcomes. Due to the limited effectiveness of pharmacological therapies, current clinical approaches emphasize prevention, early diagnosis, and non-pharmacological strategies in line with PADIS guidelines. This narrative review aims to provide a clinically relevant synthesis of neurological complications in adult ICU patients, conceptualized as a continuum from acute brain dysfunction to long-term cognitive impairment. Methods: A narrative review of the literature was conducted, focusing on studies addressing epidemiology, pathophysiology, risk factors, diagnostic strategies, and prevention of neurological complications in critically ill adults. Attention was given to delirium, ICU-acquired cognitive impairment, and their association with PICS, as well as to current guideline-based and non-pharmacological interventions. Results: Available evidence indicates that neurological complications in the ICU are multifactorial and result from the interaction between patient vulnerability, severity of illness, systemic inflammation, sedative exposure, and environmental factors. Delirium remains the most common manifestation of acute brain dysfunction and is strongly associated with adverse outcomes. Increasing evidence supports the effectiveness of structured screening, early mobilization, sleep optimization, and multidisciplinary care bundles in reducing delirium incidence and duration. Moreover, growing attention is directed toward post-ICU follow-up and rehabilitation to reduce long-term cognitive decline. Conclusions: Neurological complications should be considered a central component of critical illness and a continuum extending beyond ICU discharge. Early identification of high-risk patients, implementation of preventive strategies, and integration of acute and post-ICU care are essential to improve survival and long-term cognitive outcomes. Further research should focus on personalized preventive and neuroprotective approaches in critically ill patients.