By increasing the activity of the immune system, immune checkpoint inhibitors (ICPI) can have adverse inflammatory effects, which are referred to as immune-related adverse effects (irAEs). In this review, we present the recommendations for the appropriate identification and treatment of irAEs associated with ICPI to increase the safety and effectiveness of therapy with these immuno-oncological drugs. Several guidelines to manage irAEs adopted by different American and European societies in the field of oncology were identified. A narrative review of the several strategies adopted to manage irAEs was performed. With close clinical surveillance, ICPI can be used even in patients who have mild irAEs. Moderate to severe events require early detection and appropriate treatment, particularly in patients with a history of transplantation or pre-existing autoimmune disease. In most cases, adverse reactions can be treated with the interruption of treatment and/or supportive therapy, which includes, in serious adverse reactions, the administration of immunosuppressants. The identification and treatment of irAEs in the early stages may allow patients to resume therapy with ICPI. This review is an instrument to support healthcare professionals involved in the treatment and monitoring of patients who are administered ICPI, contributing to the timely identification and management of irAEs.