Cancer immunotherapy is a new form of therapy that enhance the immune system to control growth and proliferation of tumor cells. Therapy with immune checkpoint inhibitor (ICI) antibodies has been associated with significant improvement in patients’ quality of life, clinical outcome, and overall survival (OS) in many different types of cancer. The main ICIs used are anti-CTLA-4 (ipilimumab and tremelimumab), anti-PD-1 (nivolumab and pembrolizumab), and anti-PD-L1 (atezolizumab, durvalumab, and avelumab) antibodies. Endocrine tumors arise from endocrine cells originating from the endocrine glands and the diffuse neuroendocrine system of the gastroenteropancreatic (GEP) tract and the lungs. Endocrine cancers have a slow growth capacity so traditional chemotherapy is usually not effective. In addition, tumor cells with a slow accumulation of mutations may be better able to evade the immune system. However, there are some specific types of poorly differentiated endocrine cancers in which the role of immunotherapy could become relevant in the future. Despite the proven therapeutic advantages of ICIs, given their mechanism of action, their use can give rise to immune-related adverse effects (irAEs) that affect multiple organs. Endocrine irAEs (e-irAEs) usually affect the thyroid, pituitary, adrenal glands, and endocrine pancreas. In this review the most relevant and novel aspects of immunotherapy in the treatment of endocrine cancer, as well as the main e-irAEs described to date are analized.