Immune checkpoint inhibitors may cause unique immune-related adverse events. Vascular thrombosis, especially arterial thrombosis, is rare but life-threatening, and little is known about its relevance to immunotherapy. Here, we reported two cases of vascular thrombosis, including venous and arterial thrombosis in cancer patients receiving anti-PD-1 antibody in combination with chemotherapy. Systemic corticosteroids and anticoagulant treatment were administered immediately in two cases. In case 1, anti-PD-1 antibody was permanently discontinued, and recurrence of vascular thrombosis was not observed during the follow-up. In case 2, the patient continued anti-PD-1 immunotherapy and unfortunately died of cerebral infarction 2 months later. This case report provides a strong evidence for the association between PD-1 blockade and vascular thrombosis and offers some general guidelines on the management of the immune-related vascular thrombosis events induced by anti-PD-1 therapy.