Adverse event (AE)-related costs represent an important component of economic models for cancer care. However, since previous studies mostly focused on specific AEs, treatments, or cancer types, limited information is currently available. Therefore, this study assessed the incremental healthcare costs associated with a large number of AEs among patients diagnosed with some of the most prevalent types of cancer. Data were obtained from a large US claims database. Adult patients were included if diagnosed with and treated for one of the following cancer types: breast, digestive organs and peritoneum, genitourinary organs (including bladder and ovary and other uterine adnexa), lung, lymphatic and hematopoietic tissue, and skin. Treatment episodes were defined as the period from initiation of the first antineoplastic pharmacologic therapy to discontinuation (i.e., gap of ≥ 45 days), or change in treatment regimen, or end of data availability. A total of 36 AEs were selected from the product inserts of 104 treatments recommended by practice guidelines. A retrospective matched cohort design was used, matching a treatment episode with a certain AE with a treatment episode without that AE. A total of 412,005 patients were selected, for a total of 794,243 treatment episodes, resulting in 1,617,368 matched treatment episodes across all 36 AEs. Incremental healthcare costs associated with AEs of any severity ranged from $546 for cough/upper respiratory infections to $24,633 for gastrointestinal perforation. The three most costly AEs when considering any severity were gastrointestinal perforation ($24,633), central nervous system hemorrhage ($24,322), and sepsis/septicemia ($23,510). Incremental healthcare costs associated with severe AEs ranged from $15,709 for dermatitis and rash to $48,538 for gastrointestinal fistula. The three most costly severe AEs were gastrointestinal fistula ($48,538), gastrointestinal perforation ($41,281), and central nervous system hemorrhage ($38,428). In conclusion, AEs during treatment episodes for cancer were frequent and associated with a substantial economic burden.