Immune checkpoint inhibitors (ICIs) have revolutionized cancer treatment, but their association with thrombosis presents significant clinical challenges. Patients with cancer already exhibit elevated risks for venous thromboembolism and arterial thrombosis, with treatment modalities like chemotherapy further exacerbating this risk. Emerging evidence suggests that ICIs contribute to thrombotic events through multifactorial mechanisms, including immune dysregulation, T cell activation, endothelial dysfunction, elevated tissue factor expression, and impaired fibrinolysis. Additional risk factors such as obesity, smoking, prior thrombotic events, and combination ICI therapy further increase thrombosis susceptibility. The literature reports varying incidence rates of ICI-associated thrombosis, with some studies indicating comparable risks to chemotherapy, while others highlight higher rates, particularly during the initial treatment phase. Management aligns with standard protocols for cancer-associated thrombosis, using low-molecular-weight heparin or direct oral anticoagulants, though optimal treatment duration and the role of prophylactic anticoagulation require further investigation. This review provides a comprehensive overview of the mechanisms, incidence rates, and clinical management strategies of ICI-associated thrombosis, emphasizing the importance of proactive risk assessment to optimize patient outcomes.