Immunotherapy has revolutionised the treatment of oncological patients, but its application in various endocrine tumours is rather limited and is mainly used when conventional therapies have failed. Immune checkpoint inhibitors (ICIs) have been employed in progressive adrenocortical carcinoma, primarily utilizing the anti-PD-L1 agent pembrolizumab, obtaining overall response rates ranging between 14% and 23%. In contrast, the response rate in phaeochromocytoma/paraganglioma was substantially less at 9%, considering the small number of patients treated. Similarly, the response rate in advanced differentiated thyroid carcinomas treated with pembrolizumab was also low at 9%, although the combination of ICIs with tyrosine kinase inhibitors showed higher efficacy. Low response rates to ICIs have also been observed in progressive medullary thyroid cancer, except in tumours with a high mutation burden (TMB). Pembrolizumab or spartalizumab can be utilized in patients with high TMB anaplastic thyroid cancer, obtaining better response rates, particularly in patients with high PD-L1 expression. Immunotherapy has also been used in a few cases of parathyroid carcinoma, showing limited antitumour effect. Pituitary carcinomas may exhibit a more favourable response to ICIs compared to aggressive pituitary tumours, particularly corticotroph tumours. Patients with advanced neuroendocrine tumours achieve an overall response rate of 15%, which varies according to the primary tumour site of origin, degree of differentiation, and therapeutic regimen utilised. Future research is needed to evaluate the potential role of immunohistochemical biomarkers, such as programmed death 1/programmed death ligand 1 and TMB, as predictors for the response to immunotherapy. Furthermore, randomised prospective studies could provide more robust data on the efficacy and side effects of ICIs.