The advent of immunotherapy has completely transformed cancer treatment, particularly in genitourinary malignancies, where immune checkpoint inhibitors (ICIs) are now a cornerstone in bladder and kidney cancer management. However, their use introduces a distinct spectrum of immune-related adverse events (irAEs), necessitating a thorough understanding of their incidence, mechanisms, and management. This review explores the safety profile of ICIs in genitourinary cancers, addressing their impact in both localized and metastatic settings. Recent studies highlight the diverse nature of irAEs, which can affect multiple organ systems with varying severity. While ICIs have demonstrated durable responses, their toxicity profile differs significantly from conventional therapies, requiring vigilant monitoring and prompt intervention. Notably, combination therapies, such as PD-1/PD-L1 inhibitors with CTLA-4 blockade or chemotherapy, may increase the risk of severe irAEs. Emerging data suggest that preexisting autoimmune conditions and specific patient subgroups may be more susceptible to toxicity, emphasizing the need for individualized risk assessment. This review highlights the need for continuous monitoring, effective management strategies, and further research to better understand the mechanisms of irAEs and improve the well tolerated use of immunotherapy in genitourinary cancers. Clinicians should be aware of the incidence of immunotherapy-related adverse events in order to early identify them.