The potential immune intersection between COVID-19 disease and cancer therapy raises important practical clinical questions and highlights multiple scientific gaps to be filled. Among available therapeutic approaches to be considered, immune checkpoint inhibitors (ICI) seem to require major attention as they may act at the crossroads between cancer treatment and COVID-19 disease, due to their profound immunomodulatory activity. On the basis of available literature evidence, we suggest guidance to consider for treating physicians, and propose areas of clinical and preclinical investigation. Comprehensively, although with the necessary caution, ICI therapy seems to remain a suitable therapeutic option for patients with cancer during the COVID-19 pandemic.