Although immune checkpoint inhibitors have greatly improved cancer therapy, they also cause immune-related adverse events, including a wide range of inflammatory side effects resulting from excessive immune activation. Types of immune-related adverse events are diverse and can occur in almost any organ, with different frequencies and severities. Furthermore, immune-related adverse events may occur within the first few weeks after treatment or even several months after treatment discontinuation. Predictive biomarkers include blood cell counts and cell surface markers, serum proteins, autoantibodies, cytokines/chemokines, germline genetic variations and gene expression profiles, human leukocyte antigen genotype, microRNAs and the gut microbiome. Given the inconsistencies in research results and limited practical utility, there is to date no established biomarker that can be used in routine clinical practice, and additional investigations are essential to demonstrate efficacy and subsequently facilitate integration into routine clinical use.