Background: Several immunotherapy (IT) agents are FDA approved for treatment of melanoma and non-small-cell lung cancer (NSCLC). The addition of stereotactic radiosurgery (SRS) or stereotactic body radiation therapy (SBRT) to immunotherapy looks promising. A systematic review was conducted to evaluate the possible synergistic effects of immune checkpoints inhibitors (ICIs) and stereotactic radiation therapy in melanoma and NSCLC. Materials and methods: Pubmed databases from January 2010 to December 2020 were reviewed to identify English language studies reporting control of local and abscopal effect of the combination of ICI-SBRT/SRS in metastatic NSCLC and melanoma cancer. The inclusion criteria were followed according to PICO criteria. Results: Thirty-nine articles were included of the 2141 initial results. The reported rates for local control were 16.5–100% and 40–94% in brain and extracerebral metastases, respectively. Distant/abscopal response rates were 1–45% in extracerebral metastases. Abscopal effect could not be evaluated in brain metastases because it was not reported in studies. Treatments were well tolerated with few grade 4 toxicities and no grade 5. Conclusions: The combined treatment of ICI-SBRT/SRS achieves high local control and non-negligible abscopal response in patients with extracerebral metastases, with its benefit in cerebral metastases being more controversial. Clinical trials are needed to better characterize the potential synergism.