Influenza vaccination is recommended by national and international guidelines in cancer patients, due to the likely compromised immune status and the risk of major complications from the infection. Nevertheless, the infectious morbidity and mortality of cancer patients treated with anti-PD-1/PD-L1 immune checkpoint inhibitors have not been explored. Currently, no solid data support the efficacy and safety of influenza vaccination in this subgroup. The few available retrospective studies suggest a low efficacy of the vaccine, posing legitimate doubts about its safety. On the other hand, influenza vaccination does not seem to compromise the efficacy of immunotherapy. In conclusion, current data are limited and do not allow a unique recommendation about influenza vaccination during cancer immunotherapy, suggesting a conservative attitude and a personalized assessment of risks and benefits pending prospective data.