The risk of venous and arterial thromboembolism (VTE/ATE) associated with immune checkpoint inhibitors is currently unclear, and clinical trials evaluating these agents in patients with cancer did not provide information. Our aim was to quantify risk of VTE/ATE in a cohort of patients treated with immune checkpoint inhibitors, explore clinical impact, and investigate potential clinical risk factors. Patients treated with an immune checkpoint inhibitor at the Medical University of Vienna from 2015-2018 were identified using the in-house pharmacy records (n=672; most frequent entities: 30.4% melanoma, 24.1% non-small-cell lung cancer; 86% stage-IV-disease). A retrospective chart-review was performed to screen for VTE and/or ATE. Cumulative incidences and between-group differences were analysed within a competing-risk framework. Multi-state modelling was applied to study the impact of VTE/ATE on mortality. Over a median follow-up of 8.5 months, 47 VTE and 9 ATE were observed. Cumulative incidences of VTE and ATE were 12.9% [95% confidence interval (CI): 8.2-18.5)] and 1.8% [95%CI: 0.7-3.6]. Occurrence of VTE was associated with increased mortality (transition hazard-ratio (THR): 3.09 [95%CI: 2.07-4.60]. History of VTE predicted VTE occurrence (subdistribution hazard ratio (SHR): 3.69 [2.00-6.81]) and distant metastasis was non-significantly associated with VTE risk (SHR: 1.71 [95%CI: 0.62-4.73]). No association of VTE with ECOG performance-status, Charlson-Comorbidity-Index or the Khorana-score was observed, and rates of VTE were comparable among subgroups of tumour types and checkpoint-inhibitory agents. In conclusion, patients with cancer under immune checkpoint inhibitor therapy are at high risk of thromboembolism, especially VTE. Furthermore, VTE occurrence was associated with increased risk of mortality.