The use of immune checkpoint inhibitors (ICIs) for the treatment of various advanced and aggressive types of malignancy has significantly increased both survival and long-term remission rates. ICIs block crucial inhibitory pathways of the immune system, in order to trigger an aggravated immune response against the tumor. However, this enhanced immune activation leads to the development of numerous immune-related adverse events (irAEs), which may affect any system. Although severe neurological irAEs are relatively rare, they carry a high disability burden, and they can be potentially life-threatening. Therefore, clinicians must be alert and act promptly when individuals receiving ICIs present with new-onset neurological symptoms. In this narrative review, we have collected all the currently available data regarding the epidemiology, pathogenesis, clinical manifestations, diagnosis, and treatment of post-ICI neurological irAEs. This review aims to raise physicians’ awareness, enrich their knowledge regarding disease pathogenesis, and guide them through the diagnosis and management of post-ICI neurological irAEs.