Immune checkpoint inhibitors (ICIs) are novel immunotherapy drugs that have significantly improved the outcomes of a variety of cancers including lung cancer. However, ICIs could induce immune-related adverse effects (irAEs) characterized by clinical manifestations that resemble autoimmune disorders. The main type of IrAEs in the kidneys is acute kidney injury (AKI). In this review, we describe the types of ICIs targeting lung cancer, especially those approved by the U.S. Food and Drug Administration for clinical trials in lung cancer patients. Next, we summarize current understandings of the mechanisms involved in ICIs-induced AKI. Finally, we highlight further directions to address ICIs-associated AKI for the benefits of lung cancer patients in the clinic.