Pembrolizumab is an immune checkpoint inhibitor approved for the treatment of patients with unresectable or metastatic melanoma. Appearance of bone metastases, either osteolytic or osteoblastic, during treatment qualifies as disease progression. We report the case of a 64-year-old White woman with a metastatic melanoma undergoing second-line treatment with pembrolizumab. At first evaluation, after 3 months of therapy, computed tomography scans showed the onset of osteosclerotic lesions and a significant reduction in all the previously identified metastases; on the contrary, a fluorine-18-fluorodeoxyglucose PET showed the normalization of fluorine-18-fluorodeoxyglucose uptake in all the baseline lesions, including bone metastases. Osteoblastic response, consisting of occurrence of new osteoblastic lesions on computed tomography imaging, as a consequence of an osteoblastic reaction of previously undetectable bone metastases, has been reported in some cancers that receive treatments such as chemotherapy, hormonal or targeted therapy. However, it had never been reported in patients with melanoma treated with immunotherapy. An apparent worsening of bone imaging on standard computed tomography scan in patients under checkpoint inhibitor should not lead to modification of treatment strategy, because misinterpretation as disease progression may lead to the premature cessation of a beneficial treatment and finally have a negative effect on patients' clinical outcome.