Immune checkpoint inhibitors (ICIs) have made a breakthrough in cancer therapy. Patients treated with ICIs may develop immune-related adverse events (irAEs) due to the upregulated activity of the immune system. With the increasing use of ICIs, irAEs are more frequently reported and have become important challenges in many patients. Neurological irAEs, which include encephalitis, myelitis, aseptic meningitis, peripheral neuropathy, myasthenia gravis, and myositis, consist of a distinct group of neuroinflammatory disorders. These disorders are rare but frequently severe with high mortality and morbidity. Patients with neurological irAEs are generally responsive to immune-modulating therapy. Therefore, early recognition and treatment are the most important ways to improve their prognosis. Here, we provide a comprehensive review of neurological irAEs associated with ICIs and focus on these affecting central nervous systems.