Since their approval in 2011, immune checkpoint inhibitors (ICPis) are increasingly used to treat several advanced cancers. ICPis target certain cellular molecules that regulate immune response resulting in antitumor activity. The use of these new agents needs careful monitoring since they brought a whole new spectrum of adverse events. In this review, we aim to describe different endocrine dysfunctions induced by ICPis and to underline the importance of diagnosing and managing these adverse effects. Immune-related endocrine toxicities include thyroid dysfunction, hypophysitis and, less frequently, type 1 diabetes, primary adrenal insufficiency and hypoparathyroidism. Diagnosis of endocrine adverse events related to ICPis therapy can be challenging due to nonspecific manifestations in an oncological scenario and difficulties in the biochemical evaluation. Despite the fact that these endocrine adverse events could lead to life-threatening consequences, the availability of effective replacement treatment enables continuing therapy and together with an interdisciplinary approach will impact positively on survival.