This study consists of 2 parts: Dose Escalation Part 1 and Dose Expansion Part 2. The Dose Escalation Part 1 will evaluate the safety and tolerability of Avelumab in combination with Lenvatinib and determine the recommended Avelumab and Lenvatinib dose for expansion. Dose Expansion Part 2 will assess the efficacy of Avelumab in combination with Lenvatinib by Progression-free Survival in participants with pre-defined primary central nervous system (CNS) tumors.

Inclusion Criteria:

• Participants with histologically confirmed diagnosis of primary CNS malignancy as follows: a) Primary CNS tumors: the tumor should be considered high-grade histologically; prior radiotherapy is allowed; participants must have progressed after at least 1 prior systemic therapy, except for those with diffuse midline glioma with or without the H3 K27M mutation. b) Specific for participants with diffuse midline glioma with or without the H3 K27M mutation: prior radiotherapy is allowed; no more than 1 prior systemic therapy is allowed; participants with diffuse midline glioma with or without the H3 K27M mutation who have not received prior systemic therapy but have prior radiotherapy only are allowed to enroll
• On screening scans, measurable disease by RANO criteria
• Participants must have a Lansky performance status >= 50 for age <= 16 years or Karnofsky performance status >= 50 for age > 16 years at Screening
• Other protocol defined inclusion criteria could apply

Exclusion Criteria:

• Participants with low-grade gliomas, for example but not limited to, subependymal giant cell astrocytoma, pilocytic astrocytoma and World Health organization (WHO) Grade 1 tumors
• Participants demonstrating evidence of worsening of neurologic deficit within 1 week prior to initiation of study interventions
• Participants with bulky tumor, defined as: a) Tumor with any evidence of uncal herniation or midline shift; b) Tumor with a diameter of > 4 centimeters (cm) in 1 dimension on T2/ fluid-attenuated inversion recovery (FLAIR) images; c) Tumor that in the opinion of the Investigator shows significant mass effect
• Participants are not eligible if they experience uncontrolled seizures, defined as: a) Seizures requiring regular use of rescue medications. b) Seizures requiring increasing doses of antiepileptic medications. c) Seizures that in the opinion of the Investigator compromise the ability of the participant to tolerate study intervention or interfere with study procedures
• Participants who have received major surgery (including but not limited to neurosurgical resection, brain biopsy, or radiation to the primary brain tumor) within 28 days prior to the first dose of study interventions
• Participants with history of intracranial hemorrhage/spinal cord hemorrhage within 28 days prior to the first dose of study interventions
• Other protocol defined exclusion criteria could apply

We are committed to enhancing public health through responsible sharing of clinical trial data. Following approval of a new product or a new indication for an approved product in both the US and the European Union, the study sponsor and/or its affiliated companies will share study protocols, anonymized patient data and study level data, and redacted clinical study reports with qualified scientific and medical researchers, upon request, as necessary for conducting legitimate research. Further information on how to request data can be found on our website bit.ly/IPD21