Immune checkpoint inhibitors have recently emerged as an exciting new treatment paradigm across a broad spectrum of malignancies. This new class of agents also challenges oncologists with a unique set of immune-based toxicities. Early recognition and precise management of these toxicities can result in better outcomes, with minimization of toxicity and harm to the patient. This article provides a comprehensive review of immune-based toxicities caused by immune checkpoint inhibitors, including recommendations for their investigation and guidelines for specific management.