Immune checkpoint inhibitors (ICIs) have been used to treat lung cancer. Several types of ICI-related interstitial lung diseases have been reported, including organizing pneumonia, non-specific interstitial pneumonia, and diffuse alveolar damage. However, pembrolizumab-associated bronchiolitis requiring treatment for persistent cough has not yet been reported. Here, we describe a patient who developed dry cough while being treated with pembrolizumab for lung adenocarcinoma. Radiography and lung biopsy findings indicated bronchiolitis. His cough improved after the discontinuation of pembrolizumab and treatment with erythromycin, an inhaled corticosteroid, a long-acting muscarinic antagonist, and a long-acting β2 agonist.