With growing use of nivolumab, rare but serious side effects have surfaced in some patients. We present a case of autoimmune haemolytic anaemia that developed after 39 cycles of nivolumab. A 78-year-old man with metastatic lung adenocarcinoma, refractory to multiple lines of chemotherapy was switched to nivolumab. After around 2 years of stable course on nivolumab, he developed transfusion-dependent anaemia with haemoglobin of 8.6 g/dL. Nivolumab was held immediately. Bone marrow biopsy findings were inconclusive of myelodysplastic syndrome. Further testing was suggestive of haemolysis with haptoglobin <10 mg/dL, elevated reticulocyte count and identification of immunoglobulin G antibody. Haemoglobin improved significantly with initiation of 1 mg/kg prednisone in addition to rituximab weekly × four doses. The development of transfusion-dependent anaemia with the exposure to cytotoxic chemotherapy usually raises the question for myelodysplastic syndrome. In contradiction, our patient was diagnosed to have a haematological autoimmune complication related to immunotherapy.