In this manuscript we aim to describe a particular case of a 63 years-old man who developed three different malignancies (one was a rare case of breast cancer) among nearly five years. In particular, for the diagnosis of melanoma, he was treated with pembrolizumab, a PD-1 inhibitor. After few months of treatment with pembrolizumab, the patient reported the onset of musculoskeletal symptoms such as inflammatory pain at the shoulders and morning stiffness, with raised CRP and ESR and imaging evidence of bursitis and tenosynovitis. A polymyalgia-like syndrome was diagnosed. Understanding if these manifestations are linked to the use of pembrolizumab or to a paraneoplastic syndrome, and how to manage the patient, was the real challenge.