Toxicity of immune checkpoint inhibitors such as ipilimumab and nivolumab is likely associated with clinical efficacy. In this study, we aim to evaluate this association for pembrolizumab. To this end, data of 147 patients included in the Dutch cohort of the Pembrolizumab Expanded Access Program were collected. All data were collected prospectively. Patients with adverse events (AEs) at any time during therapy showed a higher chance of achieving disease control compared with patients without AEs (low-grade AEs vs. no AEs: odds ratio=12.8, P=0.0002, high-grade AEs vs. no AEs: odds ratio=38.5, P=0.0001) according to a multivariate logistic regression analysis. In addition, Cox regression analysis showed a lower risk of death (hazard ratio: 0.51, 95% confidence interval: 0.28-0.97) and disease progression (hazard ratio: 0.54, 95% confidence interval: 0.30-0.98) over time for patients with high-grade AEs at any time during therapy compared with patients without AEs during therapy. To correct for time dependency of occurrence of AEs, a pseudolandmark analysis at 6 months of therapy was performed. Although significance was lost (Wald test P>0.05), prolonged survival in 3 patients who stopped therapy within 6 months due to the occurrence of AEs was observed, suggesting the potential treatment benefit despite the premature ending of therapy. The occurrence of high-grade toxicity at any time during treatment was associated with higher objective response rates, progression-free survival, and overall survival. There remains a need to assess the predictive value of early occurring AEs on patient survival.