Immune checkpoint inhibitors are drugs that are markedly different from other anticancer drugs because of their indirect mechanisms of antitumoral action and their apparently random effect in terms of efficacy and toxicity. This marked pharmacodynamics variability in patients calls for reconsidering to what extent approved dosing used in clinical practice are optimal or whether they should require efforts for customization in outlier patients. To better understand whether or not dosing could be an actionable item in oncology, in this review, preclinical and clinical development of immune checkpoint inhibitors are described, particularly from the angle of dose finding studies. Other issues in connection with dosing issues are developed, such as the flat dosing alternative, the putative role therapeutic drug monitoring could play, the rise of combinatorial strategies, and pharmaco-economic aspects.