Over the last decade, immune checkpoint inhibitors (ICIs) have revolutionized the treatment of several cancer types. ICIs work through the blockage of immune inhibitory signals, while increasing the T-cell specific immune antitumoral response. However, due to the fact that ICIs’ mechanism of action is not tissue antigen-specific and not limited to the tumor microenvironment, the use of cancer immunotherapy can produce a broad range of immune-related adverse events (irAEs). Neurological immune-related adverse events (NirAEs) are rare (the overall incidence varies between 1% to 6%), and these adverse events mainly concern the peripheral nervous system, rather than the central nervous system. Due to their potential severity, which could cause interruptions to cancer treatment, NirAEs are of particular clinical importance. Currently, the pathogenesis of these complications is not completely understood, although T-cells seem to play a principal role. Nevertheless, the development of NirAEs is likely to be a multifactorial and complex process. This conclusion can be extracted from the wide range of neurological auto-inflammatory and autoimmune disorders triggered or exacerbated by ICIs, and the extensive variability of the limited histological findings reported. The aim of this review is to summarize the potential immune-driven pathological mechanisms of NirAEs.