Intravitreal injection of anti-vascular endothelial growth factor (anti-VEGF) agents is a commonly used therapy for numerous retinal diseases. The most commonly used of these medications are bevacizumab, ranibizumab, aflibercept, and brolucizumab. However, intravitreal administration of these agents is also associated with several inflammatory and non-inflammatory adverse events. The three inflammatory adverse events are sterile intraocular inflammation, brolucizumab-associated retinal vasculitis, and post-injection endophthalmitis. This narrative review summarizes the current literature regarding these conditions, including their epidemiology, presentation, management, outcomes, and pathogenesis. The inflammatory adverse events also share a number of overlapping features, which can make them difficult to discern from one another in a clinical context. This review discusses certain distinguishing features of these conditions that may aid providers in discerning between them and establishing the correct diagnosis.