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Cancer treatment strategies based on immune stimulation have recently entered the clinical arena, with unprecedented success. Immune checkpoint inhibitors (ICIs) work by indiscriminately promoting immune responses, which target tumour-associated antigens or tumour-specific mutations. However, the augmented immune response, most notably the T cell response, can cause either direct neurotoxicity or, more commonly, indirect neurotoxic effects through systemic or local inflammatory mechanisms or autoimmune mechanisms. Consequently, patients treated with ICIs are susceptible to CNS disease, including paraneoplastic neurological syndromes, encephalitis, multiple sclerosis and hypophysitis. In this Opinion article, we introduce the mechanisms of action of ICIs and review their adverse effects on the CNS. We highlight the importance of early detection of these neurotoxic effects, which should be distinguished from brain metastasis, and the need for early detection of neurotoxicity. It is crucial that physicians are well informed of these neurological adverse effects, given the anticipated increase in the use of immunotherapies to treat cancer.