The interaction between programmed cell death protein 1 (PD-1) and its ligand programmed death-ligand 1 (PD-L1) induces exhaustions of cytotoxic lymphocytes in the tumor microenvironment, which facilitates tumor immune evasion. PD-1/PD-L1 blockade therapy, which prevents the receptors and ligands from binding to each other, disrupts the T-cell exhaustion signaling, thereby increasing antitumor immunity. Inspiringly, it has revolutionized the treatment of many different types of cancers including non-small-cell lung carcinoma, melanoma, lymphoma, and so on. However, with the intention of generating an antitumor immune response, PD-1/PD-L1 blockade may also lead to a spectrum of side effects. The profile of adverse events (AEs) of PD-1/PD-L1 blockade is not exactly the same with other immune checkpoint blockades, such as blockade of cytotoxic T-lymphocyte-associated protein 4. Although cutaneous, gastrointestinal, and pulmonary systems are common victims, AEs of PD-1/PD-L1 blockade might occur in any other organ system of the human body. These toxicities can be life-threatening if not managed promptly, and proper treatment intervention is imperative for optimal control and prevention of severe damage. Currently, clinical practice for the management of AEs in PD-1/PD-L1 blockade remains sporadic and variable. The majority of initial clinical trials were carried out in Caucasians. The trials of multiple races usually included a small portion of Asian participants, and results were calculated and interpreted for the entire included subjects without any race-specific conclusions. Therefore, the information on PD-1/PD-L1 blockade in Asians is far from systematic or comprehensive. Recently, as the results of clinical trials of anti-PD-1/PD-L1 agents in Asian populations have been gradually released, we summarized current evidence with a specific focus on the Asian population, hoping to outline strategies and offer guidance on the management of AEs in cancer patients treated with PD-1/PD-L1 blockade in the Asian world.