Nivolumab is an immune checkpoint inhibitor that targets programmed death-1 on T cells and is designed to amplify an immunologic reaction against cancer cells. However, upregulation of the immune system with checkpoint inhibition is nonspecific, and it can be associated with certain renal side effects, the best documented of which is acute tubulointerstitial nephritis. We present a unique case of a patient with acute kidney injury associated with nephrotic syndrome shortly after starting nivolumab therapy for metastatic anal carcinoma. Subsequent renal biopsy revealed membranoproliferative glomerulonephritis (MPGN). We believe this represents the first reported direct case of nivolumab-associated MPGN. As immunotherapy becomes more widely used in cancer treatment, particular attention must be paid to possible consequences of immune checkpoint inhibitors.