The use of immune checkpoint inhibitors (ICIs) is rapidly increasing as more combinations and clinical indications are approved in the field of genitourinary malignancies. Most immunotherapeutic agents being approved are for the treatment of renal cell carcinoma and bladder cancer, which mainly involve PD-1/PD-L1 and CTLA-4 pathways. There is an ongoing need for recognizing and treating immunotherapy-related autoimmune adverse effects (irAEs). This review aims to critically appraise the recent literature on the mechanism, common patterns, and treatment recommendations of irAEs in genitourinary malignancies. We review the epidemiology of these adverse effects as well as general treatment strategies. The underlying mechanisms will also be discussed. Diagnostic considerations including differential diagnosis are also included in this review.