Durvalumab is an IgG1 monoclonal antibody that has efficacy in many advanced-stage cancers, especially in small-cell lung cancer. The efficacy of durvalumab can be enhanced by chemotherapy. Cutaneous side effects due to treatment with durvalumab are usually self-limiting and easily manageable. We present a clinical case of a female patient aged 61, with small-cell lung carcinoma in stage III B, cT3N2M, who developed a disseminated cutaneous vasculitis after seven months of durvalumab monotherapy, having previously been treated with polychemotherapy according to oncological protocols. To the best of our knowledge, based on a comprehensive search in leading databases, like Web of Science, Scopus, PubMed and some others, ours is the first published case of disseminated cutaneous vasculitis as a result of Durvalumab treatment. Anticancer immunotherapy targeting immune checkpoint inhibition (ICI) has transformed the treatment and evolution of patients with multiple varieties of hematologic cancers. In this context, the cutaneous side effects due to immune checkpoint inhibitor therapies are very few in the scientific literature. Based on this need, we have performed a mini-review of cutaneous side effects due to immune checkpoint inhibitor therapies that treat actual aspects in this sense. We also present some artificial intelligence challenges and future perspectives in the combination of human reasoning and reasoning based on Artificial Intelligence for study of the very rare Disseminate cutaneous vasculitis associated with Durvalumab treatment.