The development of immune checkpoint inhibitors (ICIs) has dramatically altered the landscape of therapy for multiple malignancies, including urothelial carcinoma, non-small cell lung cancer, melanoma and gastric cancer. As part of their anti-tumor properties, ICIs can enhance susceptibility to inflammatory side effects known as immune-related adverse events (irAEs), in which the skin is one of the most commonly and rapidly affected organs. Although numerous questions still remain unanswered, multi-omics technologies have shed light into immunological mechanisms, as well as the correlation between ICI-induced activation of immune systems and the incidence of cirAE (cutaneous irAEs). Therefore, we reviewed integrated biological layers of omics studies combined with clinical data for the prediction biomarkers of cirAEs based on skin pathogenesis. Here, we provide an overview of a spectrum of dermatological irAEs, discuss the pathogenesis of this “off-tumor toxicity” during ICI treatment, and summarize recently investigated biomarkers that may have predictive value for cirAEs via multi-omics approach. Finally, we demonstrate the prognostic significance of cirAEs for immune checkpoint blockades.