We will discuss the non-stationary version of the Central Limit Theorem for random products of SL(2, R) matrices. The stationary versions were obtained previously by Tutubalin, Le Page, and Benoist-Quint. In all the previous works the assumption that the random matrices are identically distributed was used in a crucial way. We will explain how the recent results on the rate of growth of non-stationary products of random matrices can be used to overcome this restriction. The talk is based on a project joint with A. Gorodetski and G. Monakov.