In this case report, we describe a patient with an inoperable mucosal melanoma of the sinonasal cavity who achieved an ongoing complete response to combined immunotherapy with ipilimumab and nivolumab after initial pseudoprogression. Despite massive enlargement of the tumor 9 weeks after treatment initiation, we decided to continue with checkpoint inhibitor immunotherapy because of lacking potent therapeutic alternatives and the possibility of pseudoprogression. In the computed tomography scan 3 months later, the tumor was no longer detectable. To date, the patient is still in remission. However, she developed severe immune-related thrombocytopenia and neutropenia that are rarely encountered with checkpoint inhibitor immunotherapy. Thrombocytopenia did not respond to corticosteroids, but rapidly improved after the administration of single-dose intravenous immunoglobulin. This exceptional case highlights the effectiveness of combined immunotherapy with ipilimumab and nivolumab in mucosal melanoma, the phenomenon of pseudoprogression, as well as the rare event of immune-related hematological side effects.