Immunotherapy through checkpoint inhibitors is now standard practice for a growing number of cancer types, supported by overall improvement of clinical outcomes and better tolerance. One anti-CTLA-4 antibody (ipilimumab), two anti-PD-1 antibodies (pembrolizumab and nivolumab) and three anti-PD-L1 antibodies (atezolizumab, avelumab and durvalumab) have been approved for clear benefits across diverse trials. Adverse events of an immune nature associated with these agents frequently affect the skin, colon, endocrine glands, lungs and liver. Most of these effects are mild and can be managed through transient immunosuppression with corticosteroids, but high-grade events often require hospitalization and specialized treatment. However, since immunotherapy is recent, physicians with clinical experience in the diagnosis and management of immune toxicities are frequently those who actively participated in trials, but many practicing oncologists are still not familiarized with the assessment of these events. This review focuses on the incidence, diagnostic assessment and recommended management of the most relevant immune-related adverse events.