Immunotherapy represents a paradigm shift in oncology treatment. The goal of immunotherapy is to overcome immunosuppression induced by a tumour and its microenvironment, thereby allowing the immune system to target and kill cancer cells. The immunotherapy era began when the first immune checkpoint inhibitor, ipilimumab, was approved for use almost a decade ago. This therapeutic approach is associated with distinct types of response, including processes such as pseudoprogression (ie, increased tumour burden via radiology, which is not accompanied by clinical deterioration) and hyperprogression (ie, rapid progression of the disease as a result of immunotherapy). In this Review, we focus on therapeutic approaches for patients who progress on immunotherapy. We review the different types of clinical responses associated with immunotherapy and describe treatment options for this population.