You should always report any concerns or side effects that bother you to your care team. Side effects that are common with immunotherapy drugs are nausea, fatigue/tiredness, cough, loss of appetite, and skin rash. Because immunotherapy uses the immune system, they can cause the immune system to attack some normal organs in the body. This is rare, but when it happens, more serious problems can occur. These types of side effects are often treated with steroids, such as prednisone. However, if your symptoms are mild, there are some things you can do to treat your symptoms with over-the-counter remedies. Learn more about immunotherapy side effects.