Purpose: To estimate the frequency of first-time ocular events in patients treated with immune checkpoint inhibitors (ICI). Methods: Patients with cancer in 2011–2018 in Denmark were included and followed. The outcomes were first-time ophthalmologist consultation and ocular inflammation. One-year absolute risks of outcomes and hazard ratios were estimated. Results: 112,289 patients with cancer were included, and 2195 were treated with ICI. One year after the first ICI treatment, 6% of the patients with cancer, 5% and 8% of the lung cancer (LC) and malignant cutaneous melanoma (MM) patients, respectively, had a first-time ophthalmologist consultation. The risk of ocular inflammation was 1% (95% confidence interval (CI) 0.4–1.2). Among patients with MM, ICI was associated with ocular inflammation in women (HR 12.6 (95% CI 5.83–27.31) and men (4.87 (95% CI 1.79–13.29)). Comparing patients with and without ICI treatment, the risk of first-time ophthalmologist consultation was increased in patients with LC (HR 1.74 (95% CI 1.29–2.34) and MM (HR 3.21 (95% CI 2.31–4.44). Conclusions: The one-year risks of first-time ophthalmologist consultation and ocular inflammation were 6% and 1%, respectively, in patients treated with ICI. In patients with LC and MM, the risk was increased in patients with ICI compared with patients without ICI.