The new targeted cancer therapies including immune checkpoint inhibitors (ICIs) have been demonstrated to improve the survival of oncological patients, even in cases of metastatic cancer. In the past 5 years, several studies have revealed that ICI can produce several immune-mediated toxicities involving different organs, such as the skin, the gastrointestinal tract, the liver, and, of course, the kidney. The most frequent lesion of immunotoxicity in the kidney is acute interstitial nephritis (AIN), although other nephropathies have also been described as a consequence of the use of ICI, such as glomerulonephritis and acute thrombotic microangiopathy, among others. In addition, kidney rejection has also been reported in kidney transplant patients treated with ICI. Normally randomized clinical trials with ICI exclude patients with end-stage kidney disease, namely, patients undergoing dialysis and kidney transplant patients. Several important questions need to be addressed in relation to immunotherapy and patients with kidney disease: (a) when to start corticosteroid therapy in a patient with suspected acute kidney injury (AKI) related to ICI, (b) the moment of nephrologist referral and kidney biopsy indication, (c) management of ICI in patients undergoing dialysis, and (d) the effect of ICI in kidney transplantation, immunosuppressive personalized treatment, and risk of allograft rejection in kidney transplant patients. The objective of this review was to summarize the recently published literature on a wide spectrum of kidney disease patients with cancer and ICI. This review will address three main important groups of individuals with kidney disease and cancer immunotherapy, AKI associated with ICI, patients undergoing dialysis, and kidney transplant recipients. We believe that the information provided in this review will enlighten the personalized ICI treatment in individuals with a broader spectrum of kidney diseases.